It is somewhat uncommon, but some words such as 気宇{きう} and the name 霧生{きりう} end with イ列 + う. I thought the pronunciation might be different from a simple concatenation of the two vowels, since 言う{いう} is pronounced as ゆう, and because in the examples I gave it is somewhat easier on the toungue for me to change the trailing う to ゆ, resulting in either きゆ or きゅ for 気宇.
How should I be pronouncing these?
There may be rules in modern Japanese regulating this, perhaps observed by TV announcers. However, practically, I believe it is more natural to produce the sound きゅ than a forced き-う. The same goes for 霧生. In fact, 霧生 is spelled with きりゅう in many cases. Some people might prefer to split イ+ウ if they are separate morphemes... but practically, they are just so ambiguous when pronouncing.
From a history point of view, there was no clear difference between きゅ or きう. Actually, the small notation of 拗音 (contracted word) is adopted after the WWII (現代かなづかい in 1946). Before that, in old literature like 徒然草 (Tsurezuregusa) in the 14th century, there was あやしうこそ in the preface passage, which in modern day notation (and pronunciation) would be あやしゅうこそ.
For 言う being pronounced as ゆう, the pronunciation existed long before this notation of 言う, so the rule of how to produce イ+ウ should not be deduced from the notation. 言う was written as 言ふ in old notation.
Pronounce them separately in general. The examples you cite have /i.u/ occuring across a "word" boundary, and the sound change that converted /iu/ to /juː/ did not operate across "word" boundaries. Put it another way, 言う is pronounced as if it were spelled ゆう, but only because its spelling is irregular! All other examples (e.g. 友人、有限、優秀) are now spelled as pronounced (cf the historical spellings いうじん、いうげん、いうしう).
