In cases where they did not undergo other changes such as metathesis, the primitive combinations dl, dr; sl, sr eventually assimilated to the following liquid and became ll, rr in Quenya. This is not especially surprising, since these combinations first became ðl, ðl (or řl, řr); zl, zr and then both ð, z > r in the Ñoldorin dialect of Quenya, and more generally [rl] became [ll]. However, notes in the Outline of Phonology (OP2) in the 1950s indicate that these sound changes also took place in the Vanyarin dialect:

d became r̃, as between vowels, before w. But dr, dl > rr, ll. In other words, in Quenya, before l, r, w CE d and r became identical ... Note dr, dl > rr, ll also occurred in Vanyarin. The assimilation probably took place at stage řl, řr before V. shift of > z. But sl, sr > zl, zr had same result in V. (and Ñ.) (OP2: PE19/94)

In that case there are three developments of sr: ... (b) after the voicing of intervocalic s > z, sr > zr > rr (such forms were more frequent in N. dialect, since z itself had there become r) ... sl remained as such until the voicing; then zl > ll (OP2: PE19/102).

Since ř, z merged to z instead of ř/r in Vanyarin, the Vanyarin developments indicate the shift to ll, rr took place before the ř/z-mergers of both dialects. Thus, the likeliest phonetic developments were ðl, ðr; zl, zr > ll, rr directly rather than becoming r first.

Conceptual Development: The Early Qenya developments are confused by the fact that ð is part of phonetic inventory of Primitive Elvish in the 1910s and 1920s. Tolkien mentioned no special developments for these combinations in the Qenya Phonology from the 1910s (PE12/24). There are no clear examples of any developments for dl, ðl, dr, ðr in this period, with the possible exception of ᴱ✶nḷdle > ᴱQ. nalle (but here the presence of syllabic ḷ confuses the picture).

Tolkien did describe developments for s > z before l, r, however:

s gave z and then r before l, r ... giving ll, ´r (PE12/19)

Tolkien indicates z vanished before r with compensatory lengthening rather than the pair developing into rr, but there are no clear examples. There is one example of sl [> zl] > ll: ᴱ✶kasla > ᴱQ. kalla “helmet” (PE13/140).

In the Outline of Phonetic Development (OP1) from the 1940s, Tolkien did describe special developments for dl, dr:

[d] became [r] as between vowels, before y, w; dr, dl > rr, ll (OP1: PE19/46).

However in this period, it seems that dr, dl > rr, ll is part of the general trend whereby [d] > [r]. There is an example ᴹ✶nyadrō > ᴹQ. nyarro in The Etymologies (Ety/NYAD). Tolkien likewise mentioned these developments in OP1 for sl but not for sr:

While s was still voiceless sr > sř > ss (similar to developments after stops); but sl appears to have remained as such, and asyllabic. Hence it later became zl > ll (OP1: PE19/49).

There are no examples from the 1930s and 40s that demonstrates sr > ss. However, the sound change sr > rr is mentioned in rejected notes from OP1 (PE19/52 note #119), and there is at least one example of it in this period: ᴹ√SRŌ > ᴹQ. orro- “rise (from ground)”, ᴹQ. orro “up in the air, on high” (PE22/127). The best example of zl > ll is the (archaic) perfect of the verb: ᴹQ. hlik- “creep” derived from the root ᴹ√SLIK: izlīk- > †illīk[ie] (PE22/113).