Most cognates of English words spelled with consonants combined with an "h" or double letters are spelled with single letters in Spanish. In Spanish "ll" is pronounced as a digraph with the "y" sound. However, very few words in Spanish with "ll" actually correspond to English words spelt with "ll", for example, "millón", "valle", "villano/villana", "brillante". "ch" and "rr" also exist in Spanish, but again there are very few words in Spanish actually correspond to English words spelt with "ch" and "rr". So, I just cannot understand why the Spanish language rarely uses consonants combined with an "h" or double letters.
Spanish does not have double consonants in spelling, except the digraphs rr and ll. The only other combination of written consonants with a particular sound is ch.
In English, most double consonants are not pronounced any differently from the single consonants (their only effect is to show that the previous vowel is short). So in Spanish, when dealing with English double consonants, it makes sense to simplify the spelling.
Since Spanish does have rr and the sound of rr is a bit like the English r, an English word with rr is usually adopted in Spanish without changing that spelling.
Spanish and English ch are virtually identical so that doesn't change either.
Spanish doesn't formally have sh, but the sound is simple enough and well-known that an English word with sh usually keeps this digraph.
The sound of English th is found in some varieties of Spanish, but most borrowings are made via the written word, not by actually hearing the words, so Spanish tends to change th to t. (Most Spanish speakers don't know that English th is pronounced as it is, or if they do, they find it natural to approximate it to the sound of Spanish t).
English also has gh, which in itself has several wildly different pronunciations. I'm not aware of borrowings which originally had a gh, but in any case, in Spanish it feels natural to reduce it to g because Spanish h is silent.
Most of the examples in this answer are taken from .
Loan words are initially written as in their original language, and then gradually change to the Spanish spelling rules, while trying to keep a similar pronunciation. In Spanish, there are no double consonants except "rr" and "ll".
In the case of ch, there are indeed anglicisms in Spanish that use "ch", such as "chat", "chip", or "cheto" (from cheat). There is no other way to write this sound in Spanish, so the "ch" is usually kept.
In the case of rr, the sound denoted by "rr" in Spanish does not exist in English, but there are still some loan words that use "rr", usually because they keep it from the English version. For example, array (in programming), or the famous and seldom used "cederrón", meaning CD-ROM.
In the case of ll, this sound is usually written as "y" in English. As the Spanish "y" has a very similar sound, there is no reason to switch from "y" to "ll", so loan words from English usually keep it as "y". For example, yard -> "yarda". When transforming a word that is written with "j" or "ge", "gi" in English, it also seems that the Spanish spelling "y" is preferred, such as in jump -> "yompear" (this seems to be a quite localized word). This might be because the "j" sound in English is closer to the "y" sound than to the "ll" sound in the Spanish dialects that distinguish these two sounds.
However, loans from other languages that use "ll" with the "y" sound do keep the "ll" in the Spanish spelling. For example, the French word gaillard becomes "gallardo".
 Moreno-Fernández, Francisco. "Diccionario de anglicismos del español estadounidense." Informes del Observatorio/Observatorio Reports (2018): 037-01. Available online: https://www.nhh.no/contentassets/0eec8ce1f2bf4fe2b48d8fd68277fc44/diccionario_anglicismos.pdf