I choose Margot
Jenna to me, first and foremost, is the name of an American pornstar (Jenna Jameson). Secondly, it seems to me to be a made up version of Jenny/Jennifer in the way that names from USA often seem to be adapted/made up (from ABCDE to Heaven backwards spelled Nevaeh, for example).
That is just my experience/opinion and you should choose what you like. For me Margot is an actual name, known for a long time and familiar to most.