The sound [ʎ] has been explained in detail in the answers to this question. Taking into account that it's not present in English (at least in British English) nor in French, I would take the advice of Melina Insolera in his book Italiano grammatica. Grammatica essenziale della lingua italiana, published by Zanichelli:
si consiglia agli stranieri di ascoltare i parlare i parlanti italiani,
that is, it is advisable to listen to Italian speakers. As said by @alexjo in his comment, you can use the Dizionario d’ortografia e di pronunzia della RAI to listen carefully to some words containing this sound, such as, "gli", "glielo", "glieli", etc. There are also some YouTube videos that try to help you to pronounce this sound.
To complicate things, this sound is geminated word-internally and this is why you found that it is [ʎʎ] in "scegliere". That means that this consonantic sound is pronounced for an audibly longer period of time. In some sense, it's "as if were pronounced twice". Again, you can use DOP to listen carefully to some words containing this geminated sound, such as, "famiglia", "figlio", "foglio", " battaglia" (which has also a geminated "t"), etc.
Regarding your second question, I think it's off-topic for the reason I have explained in my previous comment: we are not experts in English, so we may not be able to perceive the difference between the "e" of "elf" and the "e" of "yes". At least, I am not.
If, as suggested by @FedericoPoloni,
with your second question you mean if the second "e" in "scegliere" has or not the sound of an "e" in a diphthong "ie", the answer is no because there is not such a diphthong in this word. In fact, no sound "i" is present in "scegliere", all the vocalic sounds are "e".