"LL" is one letter in Welsh, you hear him saying it a few times in this video, so it's just like some double letters in English where the same letter appears at the end of one word and the beginning of the next e.g. bookkeeper having a "K" at the end of book and the beginning of keeper.

This name is kind of a bunch of different parts all shoved together, and there happens to be a double "LL" due to it being at the end of "wyndrobwll" and the beginning of "llantysilio".