Well, the Chinese name you mentioned could be written as Hei Lizha in Pinyin. You could say that it sounds like Heliza. However, you rarely see people whose surname is 黒. And 利 could mean sharp, for instance, the sharp edge of a knife. 扎 could mean prick and stick into something.
Since Heliza is female name, I would suggest you choose another Chinese name, 何莉珊, which could be written as He Lishan in Pinyin. This surname, 何, is much more commonly distributed among people. There are many people whose family name is 何, for instance, He Qing, or 何晴 in Chinese, and He Saifei, or 何赛飞 in Chinese. Both of them are actresses from mainland China.
Here is a picture of He Qing.
Here is a picture of He Saifei.
The generational name, 莉, could mean jasmine. People could also associate it with fragrant jasmine flowers and jasmine tea. You could encounter names of other people, whose generational name is 莉, for instance, Hou Lijun, or 侯莉君 in Chinese, who was a Suzhou Pingtan Opera singer.
Here is a picture of Hou Lijun.
Speaking of the given name, 珊, which could mean coral. And this character could be used as a suitable given name for females. There are other people whose given name is 珊, for instance, Janice Man, or 文咏珊 in Chinese, an actress from Hong Kong.
Here is a picture of Janice Man.