I am having an identity crisis

My name is spelled Kayli, but it’s pronounced Kylie. This was fine back in my home country as everyone automatically knew to pronounce it as Kylie since ay acts as ai sound. This was also fine to Portuguese speakers as they would pronounce it as Kylie, but in the UK everyone pronounces as Kaylee, despite me correcting them on the pronunciation, but than they insist that I have been pronouncing my own name wrong my whole life 🫩 and they proceed to still call me Kaylee. At this point I’ve been so tired correcting everyone that I’ve just given up.. I don’t know if I should just legally change my name to Kylie, but then that is such as long process so I don’t even know what to do. Am I wrong for wanting people to pronounce my name as Kylie despite it being spelt as Kayli?