To fill the gaps, I'd suggest you just use a sphere with the same radius as the cylinders, centered at the point the two cylinders meet.

Set height & width segment counts to match the cylinders so it all looks consistent.

The parts that aren't filling the gap will just get hidden inside the cylinders, and won't be visible.

If you want to keep the vertex count down, you could use the theta parameters on the Sphere Geometry to only generate the parts that you actually need to fill the gap. https://threejs.org/docs/?q=sphere#api/en/geometries/SphereGeometry

Alternatively, if what you are really trying to achieve is a curved object with a circular cross-section, you could drop the cylinders altogether, and extrude a circle along a curve to achieve the shape that you want.

https://threejs.org/docs/?q=extrude#api/en/geometries/ExtrudeGeometry https://threejs.org/examples/webgl_geometry_extrude_shapes.html