> For starters, it is spelled “Alena” so people who see it in writing pronounce it the way it is spelled [...] Yes, it’s spelled with an e because there is a letter exactly like that but with two dots above it in the Russian language and it sounds more like o

I know the article is mostly about speech, but I wish the immigration process or w/e just went with <Alyona>.

<ё> in Russian never represents anything close to <e> in English. It's /ʲo/ (superscript j for palatalization of the previous consonant) and iotized to /jo/ word initially. Its use over <йо>/<ьo> is strictly etymological - йогурт "yogurt" could've easily been ёгурт.

We're already picking correspondences by sound, like transliterating <л> as <l> and not <n>. There's no reason to complicate things by bringing in Russian orthographic rules into English.