Hi, I hope you all don't mind a dad posting on mumsnet.
We named our daughter Síofra, both because we loved the name, but also because my wife grew up in West Mayo, in view of Cnoic Shíofra - 'Hills of the Sí" (I'll use Sí instead of "fairies" or "elves" because those words produce entirely the wrong impression, as sycamore54321 already noted), so it has a family connection. It suits her perfectly.
So, about the "changeling" connection. Cultures with a "Hidden Folk" like the Sí or the Icelandic Huldufólk, usually have the concept that the hidden folk are attracted to what mortals find precious. So if you call your child, say Alannah, from A leanbh - "precious one", you're going to make it more likely the Sí are going to take her. But if you call her Síofra ("of the Sí"), you're basically saying, "Hey, we don't care, she's like you. Take her if you want" and the Sí will look elsewhere.
Incidentally, we called our other daughter Alannah. Neither appear to be changelings.