As stated above, this is a variation on the name Danu, mother goddess of the Celts and origin of the name Danube.
What is worth noting is that when this name appears in Welsh genealogies as Anna or Ana--and here is a varation on the name Don--she is listed as the wife or mother of Beli and as the cousin/kinswoman of the Virgin Mary. This can be attributed to several factors:
A desire to link the Britons with both the Jews and early Christians, which is demonstrated in other places1
The suggestive name "Anna" which appears in pseudopigrapha as the name of the mother of the Virgin Mary.
It is also worth pointing out that Anu's own "granddaughter" Brighid--St. Brigit in later hagiagraphy--is according to legend the wet nurse of Mary.
Sources: Early Welsh Genealogical Tracts, P. C. Bartrum
1. Other examples of the Irish and Welsh attempting to show a close connection between their races and the Jews and early Christians:
Equating the Lia Fail/Stone of Scone with Jacob's Pillow
Making Temhair (Tara) the goddess of the hill, a daughter of the prophet Jeremiah
Bedigedfran becoming Brons the brother-in-law of Jospeh of Arimathea.
Numerous genelogical ties, such as the above, as well as through to David, Solomon, always Noah, etc.
The grail romances are also guilty of such things, making Lancelot and Galahad decendants of Joseph of Arimathea