There is actually an actress, 陳美詩, name Macy in Hong Kong.
"May-匙" Not 難聽 to me. By the way. there are department store called "Macy" in the US.
What I'm not sure is the exact way to pronounce "elle".
The way Jayne spells looks cool.
Jenine looks a little odd to me.
I'll say your brother chose the better one.