In these cases, adding the "う" to the end of an "O" vowel character, expresses that you hold the vowel sound when speaking. So, it isn't Reizoku, it is Reizouku (re-i-zooh-ku), with an extended "o" sound coming from the "zo" character. :D Similarly, it isn't Yosei, its Yousei (yooh-se-i), with an extended "o" sound coming from the "yo" character. I hope that's helpful. :]!

What do you mean it's pronounced ろそく、れいぞこ 、よせい？ It's pronounced ろうそく、れいぞうこ、ようせい う marks a long vowel... for example ろう is pronounced twice longer than ろ if you don't pronounce う in ようせい you'll get something like 余生（よせい）"One's remaining years, the rest of one's life" Consider such examples as ここ ”here”, and こうこう（高校） ”high school”