If I use an english spelling Anniyah or Anya.. the Quranic meaning will remain the same..right? Second, How do u pronounce the name Illiyeen?

Yes, the spelling won't change the meaning. What's important is the meaning you intend. As an example, the name Judy is a Christian/Jewish name meaning someone from Judah, but it can also be a Quranic name referring to the mountain or location that Prophet Nuh's ship landed on.

Illiyeen is pronounced as: I(slam)+L+LEA(n)+YEA(ld)+N(ame). Other possible spellings are Eliyyeen, Elyinne, Elienne, Elyeanne, Elean, beginning the name with I could confuse people since with the L's it could look like the name starts with three L's.