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Zulu provides a good example of contrasts between voiced approximant, voiced fricative and voiceless fricative for laterals at the alveolar place of articulation:

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In addition, there are some slightly more unusual phenomena involving laterals: Following nasal, the voiceless fricative is realized as an affricate (i.e the stop portion of the affricate releases as a lateral fricative). For some speakers the affricate may be ejective, though probably not here. For the example we have paired the (voiceless) affricate with the voiced fricative in a similar context:

("good fortune")
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("be naughty")
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Note: In initial position there is a sound that Ladefoged & Maddieson (2008) analyze as a velar ejective affricate, i.e the frication portion is formed by a velar lateral fricative

The velar lateral is a very rare sound. See the Sounds of the World's Languages demo of Mepla, where it occurs as an individual sound (i.e not part of an affricate). There are no IPA symbols to distinguish explicitly between a lateral velar approximant and fricative.

In the sonagrams note the clear silent gap between affricate and vowel for the velar ejective affricate; this is consistent with continuation of the glottal closure involved in the glottalic airstream mechanism. In the alveolar affricate shown above a gap of this kind is not apparent (even though the sound is referred to as (weakly) ejective in Ladefoged (2005) and Ladefoged & Maddieson (2008)).

Note that Zulu also has a lateral click. See the separate Sounds of the World's Languages demo of Zulu clicks.

See Quechua demo for example of non-lateral ejective affricate.

See Ladefoged & Maddieson (2008, Chap. 6) for detailed discussion of place of articulation, phonation and stricture types in laterals.

Audio Source
The Sounds of the World's Languages.

Ladefoged, P. (2005): Vowels and consonants: an introduction to the sounds of languages. Malden: Blackwell.
Ladefoged, P. / Maddieson, I. (2008): The Sounds of the World's Languages. Malden, MA: Blackwell.