Gj is a soft g, ie a j which in Scandinavian is y, obviously. The swedes tend to soften the g with a soft vowel: stressed e, i, y, ä and ö. On the other hand when you look at the Norwegians they tend to use gj even preceding a soft vowel eg. Göra and gjøre the verb to do is pretty similar in pronunciation. Danish to the best of my knowledge doesn't do soft Gs, however I might be wrong. As far as Icelandic goes I do not know what rule they have as to regards with this, but I do know that ll makes a tl, with Icelandic being the closest modern Scandinavian language to old Norse. The most likely would be either yatlahorn or gatlahorn, personally I still say gally.