The Welsh 'll' is how we write the phoneme (sound) /ɬ/ which is called the voiceless lateral fricative. This sound is not a part of English phonology. In fact the only other European language which has it is Icelandic and then it's only found in clusters. Because English lacks the /ɬ/ sound, people who are unfamiliar with it often struggle to articulate it. Depending on where it is in a word, the English speaker will approximate it as /k/ before /l/ (klan for llan), or as /l/ in isolation (alan for allan) and sometimes /θl/ in medial position (Lanethli for Llanelli). People will always approximate a phoneme which is alien to them. Just as English speakers do not pronounce the French and German /y/ as /y/ but usually as something like /u/. Often phonemes like /x/ and /χ/ are realised as /k/ (e.g. lock for Scottish loch).
https://www.reddit.com/r/learnwelsh/comments/1l8o22q/why_do_some_people_pronounce_llan_as_klan/