Lleucu - lol, that's a tricky question. 'll' is a voiceless lateral fricative - there's no equivalent in English, and probably not in Croatian either. You can hear it here:
http://www.forvo.com/word/lleucu/#cyDyfan (dove-an) was an ancient saint, no idea about the name meaning
Celyn is holly, but grace in Welsh would be 'gras'. These are the first two female Celyns I've seen, I'm more used to it as a male name.