I also thought Persephone was pronounced "Percy-phone".
So how do you pronounce "Proserpine"? I have always thought of it as Pros-er-pin-ee, because if its Antigone, Hermione, Athene, Psyche, Chloe, Gethsemine, Melpomine, Andromache etc. all with an elongated e at the end, but I haveheard it pronounced Pros-er-pine (as in pine tree)
I know she is sometimes called Proserpina which I assume is Pros-er- pin-ah.