General terms:
* Throat lozenges
* Cough drops
* Hard candies (though this is broader and includes non-medicinal candies)
* Pastilles
* Suckers (for lozenges on a stick)
More specific terms:
* Medicated lozenges (if they contain active ingredients)
* Sore throat lozenges
* Cough suppressant lozenges
* Menthol lozenges (if they contain menthol)
* Herbal lozenges (if they contain herbs)
* Sugar-free lozenges
The best name depends on the specific type of lozenge and the context in which you are using it.