Is the Djosefin you saw on television the model Djosefin Maurer?
If so she is German. I don't know if her parents gave her the name or if she created it herself as a professional name, but the spelling "Djosefin" is undoubtedly her attempt to get people to use the sound of the English letter "J" at the start of her name. In Germany, if you spell the name "Josefin", people would use the sound of the English letter "Y" at the beginning.
"Dj" is a traditional spelling of the sound of the English letter "J" in many other European languages. For example, it used to be common to see the capital city of Indonesia spelled as "Djakarta" instead of "Jakarta", because that was how the Dutch spelled it in order to create the "J" sound at the start in their language.