What is this piece called? two connected cylinders
That would be
Part# 30360 : Cylinder 3 x 6 x 2 2/3 Horizontal - Round Connections Between Interior Studs
or
Part# 93168 : Cylinder 3 x 6 x 2 2/3 Horizontal - Square Connections Between Interior Studs
Both are essentially the same part, just a mold variation