I will attempt to help, although you should keep in mind that my knowledge of Albanian is still rather rudimentary (i.e. take my suggestions with a grain of salt):
There is a YouTube video called "Shtëpia e familjes Nene Terezës - Vizion Plus - News - Lajme" in which you can hear the names "Drane" (in most Albanian texts concerning Mother Theresa that I just went through, "Drane" rather than the full "Dranefile" was used) and "Age" pronounced in Albanian, at around the beginning. Anyhow, both names end in "e" (pronounced as [ɛ] in all positions, as in the English word "best") rather than "ë" (a schwa or a silent letter, depending on position within word and style of speech).
As for "Lazar", the Albanian form is actually "Lazër", with the stress on the first syllable, as can be heard in the YouTube video "Intervista - Lazër Stani: Bashkëjetesa fetare -Vizita e Papës - 20 Shtator 2014- RTV Ora News", around the beginning.
As for "Agim", it's stressed on the first syllable, as far as I can tell, as can be heard in a YouTube video called "INTERVISTE AGIM KUKELI | ABC", again around the beginning (within the first 10 seconds).
As for "Dragoti" it's stressed on the penultimate syllable, as can be heard in a YouTube video called "dragoti geni dragoti geni DRAGOTI I TEPELENES,,,Filmimi dhe montazi,,,,Geni Dosti..." - it's the first word spoken after the music.
As for "Tepelenë", it's also stressed on the penultimate syllable, and the "ë" is generally silent, since it's word-final - you can hear this word too on YouTube, particularly since there are many songs about Tepelenë, e.g. "Më vjen mall për Tepelenë".
So, that only leaves "Clea", which doesn't seem like an Albanian name to me either, and it certainly wouldn't be pronounced "Tslea" - the Albanian language wouldn't really allow something such, I believe. Either way, I hope that the recordings of native speakers pronouncing the names you've inquired about will be sufficient - you will deduce the appropriate English pronunciations therefrom, or simply imitate what you've heard.
N.B. Albanian places a definite article on proper nouns in most cases, so you get "Gonxhe" (indefinite) vs. "Gonxha" (definite) and "Tepelenë" (indefinite) vs. "Tepelena" (definite). In English, I believe that you would need the indefinite forms, as they are the base forms.
