Jena I would pronounce as
Jenna and I can't think of any example in English where Je followed by a consonant, at the start of a word, would be pronounced as jee not jeh.(I might be wrong though).
The next two I would both pronounce as Jo-ny
Joey I see as quite unisex but I wouldn't name a girl independently
Joey. It's a cute nickname though for any other
Jo- feminine names.