Here's my attempt:
러라 - you will hear "rora". 루라 sounds like rura... which may be correct, depending on how you say Rola. Or maybe 로라(row-ra)? The ㅗ andㅓsounds are very different, but are often both transliterated as "o".
마젠 - "majen". Korean doesn't have "z" sounds, so "j" is the closest. Maybe even 마쩬?
파티마 - "patima". No "f" in Korean phonology, "p" is the closest. DD's version sounds like "pedima"... again, maybe this is what you want.
Open to corrections. ^^