An interesting name despite the pronunciation challenge. It has literary roots, both in the classical poetry of Horace, and as a character in John Fowles' The French Lieutenant's Woman. Appealing nicknames are Lalla and Lally.
Lalage, character in "The French Lieutenant's Woman" by John Fowles: '"Lalage." She pronounced it as a dactyl, the "g" hard. [Mr Rossetti] proposed the name. He is her godfather. I know it is strange.'"
Lalage, woman for whom the Roman poet Horace professes his love in "Integer vitae", poem in Carminum liber primus
Lalage, for whose love the Roman Legions march in RudyardKipling's poem "Rimini"
Lalage, character in EdgarAllenPoe's "Politian"
Related to the second element in Eulalia (Greek lalia "talk, prattle, a speaking," from lalein "to speak, prattle," of echoic origin)