The a's at the end of the names sound like an 'uh' sound, similar to the name Emma. The double n in Henna would suggest to me to pronouce the n twice, so Hen-Nuh! as opposed to Hen-uh and there is equal stress on both parts of the name. Teija is like you think, pronounced Tey-yuh!
Well that's my interpretations of the names, sorry if I am wrong. I'm British, but live in Finland
P.S, both lovely names! I can suggest others if you are wanting a Finnish name specifically, there are some beautiful ones
Just out of idle curiosity, is Senni a Finnish name, or a shortened form of a Finnish name? An au pair called Senni has just arrived here from Finland a few weeks ago (living with a mum I know) and I thought her name was lovely, just wondered if it is popular!
(I could just ask her I suppose... But I won't see her for a week now as will be at work. So if you could satisfy my curiosity it would be much appreciated!)
I haven't met a Senni, but does sound like a full finnish name (could well be shortened though)
Are you wanting girls or boys names? Finnish people I know are Emmi, Ida (eee-duh) Heidi (hey-di) Tarja, Aino (eye-no) Emma, Hanelle, Eija (ay-yuh) Tuuli/Tuula (means wind) Some of those might get mis-pronounced in English though.
Guys I know Jani, Heikki, Sami, Lassi, Markko. I think girls names are much prettier!