Numenorean royal names and state records were written in
Quenya, so "Ancalime" would be pronounced exactly as seen with the stress at the first "a" since it precedes a double consonant. The two dots over the "e" are there only to remind English speaking readers that that "e", at the end of the word, is actually pronounced.
I usually pronounce it the way
Thorin does, but I don't think it is correct.