Llorente has been subject to reported interest from Premier League champions Chelsea over the course of the summer, but Clement seems adamant that he is going nowhere.
Clement added: 'I'm confident [he will stay] because of the conversations I've had with Fernando.
He said: "Tom is very good and he has got some excellent deliveries from his left foot".
Pellegrino is expected to hand debuts to summer signings Mario Lemina and Jan Bednarek, as Saints go into the new campaign seeking a top-eight finish for a fifth consecutive season.
Sigurdsson, whether he admits it or not, wants to leave to play European football and Swansea aren't going to get the best out of him again after this saga.
"The situation is our club has a valuation of the player, the other club has another valuation of the player and the two have not met".
"There likely needs to be a compromise on both sides and that is normally how a deal is made".
The 28-year-old, who has also been linked with a move to Marseille, is one of Paul Clement's main targets, along with West Brom's Nacer Chadli, but the difficulties in agreeing a fee with Everton for Sigurdsson has delayed potential deals for the two.
"We need to find other ways, and productivity by other players".
But the prolonged negotiations may now force Swansea to walk away from talks.
"It's not an ideal situation".
Ronal Koeman's Everton are willing to pay around £45 million and while the market is inflated, you can bet if Swansea reinvest around £35 million of that and do it wisely, they will get their hands on a very good player, one that wants to play for Swansea City.
"But we have a number of weeks to go (in terms of incomings), and I don't anticipate it (Sigurdsson) going to the end of the window". So we're as ready as we can be.