I don't think people dwell too much over the national origins of names in our part of the world. And in particular when the people of that culture are of similar skin-tone to the nameholder's own origins. There are too many expatriot Chinese who have named themselves with antiquated British names to be shocked by a Scottish-Canadian Sasha.

I've liked that name for a long time, and I think you would do well by it were you to choose it.