How would you spell a name

[caitlinrose]

that's roughly pronounced ahnn-eh-lee?

Sort of like Amélie but with an N-sound instead of an M-sound and the emphasis on the first syllable and not the last.

I met someone named this today and thought it sounded nice but didn't get a chance to ask about the spelling.

I've met an Annaleigh before :)

Annalee/Annaleigh

I know a Swedish Annelie

I know an Annelie which is pronounced as you are describing it.
Lovely name.

I would spell it Annalee

Annaleigh

I know a middle aged Annaley

I think that with the exception of the incorrect spellings of Ahnalee or Ahnelli you will have the problem of most people wanting to pronounce the first syllable as Anna and not Ahna.
This may not worry you but would irritate a lot of parents.

Anneli, but I would pronounce it with a short A, just like Anne.

Annelie