Here, "as" is a preposition. It refers to the function or character that something has:
- She got a job as a bus driver.
- I was treated as a family member.
- The news came as a shock.
Let's divide this sentence up at the commas:
- Taza and Tamri, => names
- as we called them after the last places in the trip, => with the names Taza and Tamri, this forms an introductory clause
- well, => "filler" word indicating a pause but without particular meaning
- they made quite a unique journey between them, => main clause
- and . . . but it was continuously demanding for them => second sentence joined to the first sentence by the conjunction "and"
If we ignore "well" and everything after and," we get somewhat simpler sentence:
- Taza and Tamri, as we called them after the last places in the trip, they made quite a unique journey between them...
Introductory clause:
- Taza and Tamri = names
- as = preposition referring to the function (names for the donkeys) that "Taza" and "Tamri" serve here
- we = subject
- called = named
- them = pronoun referring to the two donkeys in the previous sentence
- after = in allusion to, in honor of
- the last places in the trip = the final places we had been to on our journey
Main clause:
they = the two donkeys, Taza and Tamri
made = had, took, traveled upon
quite = adverb meaning "completely"
a unique journey = here, unique probably means "remarkable"
between them = I think that in this context, "between them" means "together."
So, putting it all back together:
- Taza and Tamri, which is what we named the two donkeys in honor of the final locations we had seen on our journey, they took a completely remarkable journey together...
I confess that I don't know exactly what the author means by "quite a unique journey." I think it's a very old-fashioned piece of British-style understatement/irony/sarcasm for "an absolutely harrowing and awful journey," but native speakers of British English are invited to correct and properly inform me.