With l=1
In[3]:= Integrate[
Cos[theta] Sin[2 phi] SphericalHarmonicY[1, m, theta, phi] Sin[
theta], {theta, 0, Pi}, {phi, 0, 2 Pi}]
Out[3]= ConditionalExpression[-(((-1 + E^(2 I m \[Pi])) m (-1 +
m^2) Sqrt[\[Pi]/3] Csc[(m \[Pi])/2])/((-4 + m^2) Sqrt[
Gamma[2 - m]] Sqrt[Gamma[2 + m]])), -2 < Re[m] < 2]