It's
Änna,
You need the two dots above the A which is called an "umlaut".
The correct spelling for the character in Frozen is Anna. In English, the same name is Anna, it's just pronounced different in English speaking countries.If you are pronouncing it with a Norwegian (where the film is fictionally based) accent, It would be pronounced as it is in the movie.
To spell it in a way which defines the accent used for correct pronunciation, you need to accent the A with an umlaut, which, if said phonetically makes more of an "oh" sound. Similar to how you would pronounce the A in the ford father as opposed to how it is pronounced in words like And. In father, the A has a longer more ahhh sounding pronunciation. Whereas in And it's a short sharp Ah.The A with an umlaut achieves this.
The issue you may have with this is that many places where you can officially register baby names do not allow accented letters as they don't actually exist in your english alphabet. Places make all manner of excuses for their reasons why not, but as some places do it, there;'s no legal reason preventing this. It's just that most places don't know how to make these Characters appear. If you really want to use an accented character in a name, you'd be best prepared for places telling you this by knowing how to do it yourself and educating people. Here's a link on how to do it.
http://symbolcodes.tlt.psu.edu/accents/codealt.html
If this helps could you update the original post to show the correct way to do it. Ana works for the pronunciation, but if you truly want Anna for the history of the name too it needs to be Änna. as Anna and Ana are different names with different histories.