Concerns over correct pronunciation aside, Kevin Séguin sounds fine as a DJ name to be tbh. I'm not a fan of picking a DJ name out of arbitrariness or a sense of obligation, so if you're dead set on using an alias, try to find something that you'll be fine using for the rest of your career (Though if you're just starting out, it's honestly fine to change your name to something that you like better or that feels more professional or comfortable).
Just look up origin stories for the names people use and see how you can take from that. e.g. Music theory references, animals, historical figures, etc. It doesn't have to be anything really deep. If you have to think about what your name should be, imo you're thinking too hard. The best ones just sorta come to you.