It's probably Yelena, since that's Russian. Elena is like the English from of it, so it's basically the same thing. Whatever you wanna call her. I prefer Elena thought, because Yelena just sounds weird to me.
That's is where my confusion comes from because I heard him say that to. The quote was something like Which one are you? Yakaterina or Yelena? Also Yelena and Elena are 2 diffrent names but have similar origns according to Nickelodeon Parents and appreantly don't originate from Russia.
I already said that somewhere else here (don't ask me where), but Chad Darnell, member of the crew and one of the first guys who's reading the script because he is doing the extras-casting meant it was "Elena".