In Croatian dictionaries, Lj and Nj are listed separately, and I think that in an alphabetized list, the word lutka would come before the word ljubav (since Lj comes after L). Also you see vertical signs like this in Zagreb:
K NJ I Ž A R A
(knjižara - "bookstore"). I would guess that this practice (including the treatment of the digraph dž as a single letter) stems from the effort to create a one-to-one correspondence between the Croatian Latin alphabet and the Serbian Cyrillic alphabet, where lj=љ, nj=њ, and dž=џ. Slovene, by the way, can't be bothered with Serbian Cyrillic correspondences and treats all its digraphs as two letters for the purposes of alphabetization.
There are various cross-relating conditions here. Does Dutch ij get alphabetized as a separate letter, after iz? This is how Welsh and (until recently) Spanish treated their digraphs. Did Croatian keep its nj and lj on a single piece of lead type? (Did Spanish and Welsh?) The most unusual feature of ij is its capitalization. Apparently CHamorro optionally does this: the digraph ch is capitalized as either Ch or CH.
Molly is right. In Dutch, this is a digraph, two letters that together represent one phoneme. English digraphs are ch, sh, th, ph (in "phone" but not in "upholstery"), among many others. Some languages consider certain digraphs as single letters, such as Dutch with ij, German with ß (= ∫ + s), Czech with ch, Croatian with lj and nj, and Russian with ы. I don't know if there is a special term for such cases, however.
There must be some better technical term for this, since it's not actually a ligature, but I don't know what it is. Compound letter? The capital form of ĳ is Ĳ, as in the Ĳsselmeer. (Unicode calls it a ligature, I see, but that doesn't make it one.)