It's a nasalized sound halfway between the two. ㅇ is usually realized as /ŋ/, a nasalized sound that should reverberate in your sinuses without actually having to place your tongue anywhere in particular.
In English, it occurs at the end of words like "sing", which is why romanizations usually write it as a the digraph "ng".
It might be the speed she's saying it. It could also be the way you hear sound. Or a combination of both. Everyone hear sounds differently. So it's not that big of deal. I remember the sound that I hear (for me it sounds like "du nan") and place it to what it means. I also remember the way it's spelled. If you want to hear differently try listening to it over and over while focusing on that word. It really makes it sound different. It separates the blocks into two different syllables. Thus, you can hear it differently.
I knew the answer to all of them, however I left out an "a" while typing. A simple typo. And I get it wrong. I have typos a lot so it's hard to get through without getting it wrong. It's all or nothing for me. If I get one wrong I start over. There is no if, and, or but About it.