* If pronounced with a "sh" sound: You might use something like Σάνα (Sana), which uses the "s" sound, being the closest approximation. However, this would be a transliteration, not a true Greek name.
* If pronounced with an "s" sound: Then Σάνα (Sana) is a perfectly acceptable transliteration.
There's no single "correct" spelling, as it depends on how you want the name to sound in Greek and whether you prioritize a close phonetic representation or a name that sounds naturally Greek.