Yorente is the right pronunciation, or as close as you can get. It's more a 'y' sound than an 'l' sound. It doesn't sound like "figlio", but like "your".
Like David Villa's last name. It's pronounced "Viya", not "Vilya".
That's in their native Spanish from Spain. In the Spanish of some of the Latin American countries, they have different accents, where they would pronounce it with a 'zh' sound, like in "azure". Puerto Rican Spanish for example.