I wondered about that "eya" too, Monique. When it was spelled "ella," I saw it translated as "it."    I've also seen "A La Nanita" translated as "To the Little Lullaby," but your translation makes more sense. I.e., it's not a whole sentence, just
Little lullaby, lullaby, little lullaby, my Jesus is sleepy." Is the "eya" just sort of a nonsense syllable like "la la la?"
I just wondered what the "A" was supposed to mean if it's not a preposition.