One contributer to GS spells Kim's name Youn-Ah. Can any of our Korean members elucidate?
Korean has its own alphabet, and Yu-na and Youn-Ah are two different Roman transliterations. If you sound them out, you'll realize they sound quite similar. I guess some people feel the syllables break before the "n", and others feel vice versa.
Also, is "Caroline" a hard name for Chinese speakers to pronounce, having both an R and an L in it? What would Caroline Zhang be called in China?
No, not particularly! You're perhaps thinking of the Japanese, who do have difficulty differentiating R and L. Chinese has both R and L sounds, as in "Renmingbi" (the Chinese currency), and the last name "Li". Caro's Chinese name is "Yuan-yuan." Most Chinese kids have a nickname that's a repetition of a syllable, as it is the diminutive/endearing form. The Wikipedia page has the original Chinese:
http://en.wikipedia.org/wiki/Caroline_Zhang
"Yuan" in her name means "round", and can also mean "perfect" or "ideal" in some contexts.
Most Chinese people pick an English name that is completely different from their Chinese name, or at least only tangentially related, because it's better not to have your Chinese names be slaughtered by westerners.

"zh", "ch", "sh", "z", "c", "s", "r", "x", "q" are all completely different consonants in Chinese, but all end up sounding similar sometimes. I usually wince when I hear "Zhao Hongbo" and "Shen Xue" get announced, or Caroline's last name "Zhang."
"What's in a name? That which we call a rose
By any other name would smell as sweet."
--From Romeo and Juliet, by Shakespeare