How do native Japanese speakers devise Katakana for loan words?

Might be the wrong sub for this but I got curious. I was boarding my flight home from Tokyo to Los Angeles earlier this week and on the monitor at the gate, Los Angeles was written as “ロサンゼルス”. I don’t get where the ゼ came from and then it just got me curious about how katakana is devised for new loanwords as they come up.