I know a few girls called Sedona, pronounced the same way as Sidonia except without the "ee" sound before the a. It's the name of a city here in Arizona, so the name is much more popular around here than elsewhere.
Sidonia von Borcke (1548–1620) was a Pomeranian noblewoman who was tried and executed for witchcraft. 'In posthumous legends, she was depicted as femme fatale and entered English literature as "Sidonia the Sorceress."'