The pronunciation of Ryo in the game itself is quite correct. R(ee)-yoh with the emphasis on the short "oh" since "y" isn't a vowel per se.
English is really a horrible language to transcribe Japanese since there are so many pronunciations of every letter. Blame the guys who decided, pretty much haphazardly, on a standard spelling based on Old English pronunciation rules when they introduced the printing press in England during the Middle English period. For example, the i "ee" sound had turned into "ai" in speech (ride, fine, tide) but instead of spelling them raide, faine, taide they used the old spelling (same as in Swedish rida, fin, tid which are still pronounced with "ee"). Probably because they were scholars and old men who thought that everything was much better back then...
Well congrats guys. You made English even more of a mess.
Anyway, a few corrections.
Kage = kah-geh. "kah-gay" would be Kagei in Japanese. There's no "y" at the end, it's a short sound.
Same thing with po-keh-monn. Po-kay-monn is an anglofied pronunciation (but not as bad as Poe-kay-monn).