It makes sense that you guessed “feel-i-foe.” Names in games can be tricky to pronounce, especially when they have unusual spelling.
I’m not sure whether Feilfaux is an official Animal Jam character or your friend’s chosen name, so I can’t say for certain how they pronounce it. Your friend might say it the way you guessed—or they might have their own pronunciation.
The best way to find out is to ask kindly: “How do you pronounce your name? I’ve been saying ‘feel-i-foe.’” Then you can use the pronunciation your friend prefers.