To build more on this since people don't seem to understand why I'm calling her Shion, a mini Japanese lesson for all of you. Do you see the in this scan where it says "with ????"? And how right next to it their is some Japanese writing in red?
That's where it says Shi-o-n. Pronounce
shee-ahn. Notice how the magazine refrains from spelling her name in English letters like they did Axel and Xaldin.
It's because the official way of spelling her name hasn't been revealed. It could be Xion. Or Xian, Xeon, or just plain Shion. All the Japanese writing tells is how to pronounce it, but since it's a name and not a Japanese word, we can't be sure how to spell it.