I adore romantic, poetic Ianthe - so many lovely literary links and a nice meaning. But I agree that half the time you may get "Eye- an-thee" - I much prefer your pronunciation too but both are technically "correct"/used, so you/she would have to be willing to put up with that.
Xanthe is probably the "safer" option as it seems much better known (and is still pretty imo and my second choice). I don't dislike Evanthe but personally it's my least favourite of the three as I like Evan and Evander for boys - plus there are so many Eva's, Evelyn's etc about already that it doesn't stand out as much.