Per VognsenCame across English 'lee' (meaning shelter from the elements) in a book I'm reading and thought it had to be a cognate of Danish 'læ' and 'ly'. From a quick search I can't find any other modern language with the 'ly' vs 'læ' distinction but I'm probably missing some.
Ordnet says ly is from Old Norse hlý (warmth) and læ is from Old Norse hlé so maybe ly and læ are not actually related but that's a weird coincidence in sound considering their close meanings in Danish.