Can I use 黛安雅 as a chosen Chinese name or does it not make any sense?

Well, since your name is Diana Costa Paiva, I recommend you choose Bai Yana, or 白雅娜 in Chinese, as your Chinese name. 白 is a commonly seen Chinese surname. There are lots of people sharing this surname, for instance, Bai Lu, or 白鹿 in Chinese, an actress from mainland China, and Bai Bing, or 白冰 in Chinese, an actress from mainland China.

Here is a picture of Bai Lu.

Here is a picture of Bai Bing.

With regard to the Chinese character 雅, it could mean elegant. And you could find it used as a generational name, for instance, Angie Chiu, or 赵雅芝 in Chinese, an actress from Hong Kong, and Yang Yahan, or 杨雅涵 in Chinese, an actress and singer from mainland China.

Here is a picture of Angie Chiu.

Here is a picture of Yang Yahan.

Speaking of the Chinese character 娜, this Chinese character could be used as a female given name. There are other people whose given name is 娜, such as, Li Na, or 李娜 in Chinese, a former professional tennis player, who won French Open in 2011 and Australian Open in 2014, and Xie Na, or 谢娜 in Chinese, a well-known entertainment show host in mainland China.

Here is a picture of Li Na.

Here is a picture of Xie Na.

So, as you see, Bai Yana, or 白雅娜 in Chinese, is a good Chinese name choice for you.