Siona's last ability triggers both whenever an Aura enters the battlefield attached to a creature you control and whenever an Aura on the battlefield attached to a different object becomes attached to a creature you control. It doesn't trigger if an effect tries to attach an Aura to the creature it already enchants.

If an Aura becomes attached to Siona that causes another player to gain control of it, that player will control the triggered ability that creates a Soldier.

If an Aura becomes attached to Siona that causes it to lose all abilities, Siona's last ability won't trigger.

If an Aura becomes attached to a noncreature permanent you control that causes it to become a creature, Siona's last ability triggers. If an Aura becomes attached to a creature you don't control that causes it to become a creature you do control, Siona's last ability triggers. If an Aura becomes attached to a creature you control that causes it to no longer be a creature or to no longer be under your control, Siona's last ability doesn't trigger.