Leo in Japanese sounds like Reo. レオ
Elena in Japanese is Ereina. エレナ
Cindy in Japanese is Shindii. シンディ
Veronica in Japanese is Beronika (but nickname Ronnie is Ronii). ベロニカ
Lauren in Japanese is Rooren (ローレン). Their nickname can be simply Ren レン which makes it easier.
Florence in Japanese sounds like Furorensu (フローレンス). It can also have the nickname Ren (which sounds like Rooren).
Susan in Japanese sounds like Suuzan (スーザン). This name can be a bit perplexing for the Japanese because the "san" at the end of the name could be misinterpreted as the suffix -san.
Morgan in Japanese sounds like Moogan (モーガン).
Taylor in Japanese sounds like Teiraa or Teeraa (テーラー). The nickname for it is Tay, which sounds like Tee (テー).
Judith in Japanese sound like Juudisu (ジュディス). The nickname would be Judy, which sounds like Juudii (ジュディ).
Alexandra in Japanese sounds like Arekusandora (アレクサンドラ). The nickname would be Alex, which sounds like Arekkusu (アレックス).
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Keep in mind that in Japanese, foreign names are normally written using the phonetic katakana alphabet.
The Japanese write foreign words phonetically, so it is not always possible to say how a name should be written in Japanese without further information. For example, the last two letters of Andrea can be pronounced like ier in the word barrier, or like ayer in the word layer. Sometimes an alternative spelling for a name is used to make things easier to say and/or write (e.g., Andria).
Traditionally, some names have unusual pronunciations in Japanese. For example, the name Phoenix is often pronounced “fen-ix” instead of the more accurate “fee-nix”.