Issue with name spelling and how it’s pronounced

Me and my hubby love the name “Diana”(pronounced dye-ana), but we live in a Spanish country where “Diana” is pronounced differently as (dee-ana) which we don’t like. Everyone here will be calling her “Dee-ana” instead of “Dye-ana” how we like it, and it’s because of the spelling. So I thought I could change the spelling to “Daiana” so it would be pronounced like “Dye-ana” in spanish, but it’s a little bit weird to spell it like that.. Should I just spell it like that differently or scrap the name..? It would just be annoying since to me if they pronounce the name like “Dee-ana” its like a completely different name to me and i don’t like it.. I don’t wanna be correcting everyone forever and it’s not like they are wrong because that’s just how it’s pronounced here because of the way its spelled and its also used as a spanish name. So should I just change spelling?