I pronounce it as Löna in my head. Because it‘s written Loena and not Leona ... but I really have no idea what’s right.
I think the announcer consistently pronounced it Luna at Nebelhorn Trophy, which to my knowledge is correct. In Dutch (one of the official languages in Belgium) oe usually sounds like a ‘u’ just like in Windhoek (like ‘hook’), or also in the name Jeroen.