Honestly? Pick the one you like the most. It has way more value than anything else to be able to use units that you like the looks of.
That tier list, which indeed is for majin, the endgame, has "waifu" as the first choice. Go for that, really.
And Rion/Leone really doesn't matter in naming. Some prefer Leone, some prefer Rion. She's spelled "Leone" and since the E is at the end and many names do not have a silent E at the end, we do not know whether it is silent or not, meaning Leone is a perfectly valid way to call her.