The name Donna is of Italian origin and it means "lady." See the Related Link below.
I can find no reference to any saint named Donna or Dona. The term Donna is and Italian term of respect meaning woman or dame and is frequently used as a prefix for a name.
A lot of celebrities have the first name Donna. Some include: Donna Dixon, Donna Peacock, Donna Peele, Donna Rankin, Donna Feldman, and Donna Hanover.
Donna Loren's birth name is Donna Zukor.
Donna Danton's birth name is Donna D'Antoni.
Donna Presley's birth name is Donna Pritchett.
Donna Goldberg's birth name is Donna Lebaron.
Donna Roth's birth name is Donna Arkoff.
Donna Cooke's birth name is Donna Carolyn Cooke.
Donna Larsen's birth name is Donna Lea Dedman.
Donna Smythe's birth name is Donna Marie Smythe.
Donna Santy's birth name is Donna Ellen Santy.