We study the localization properties of normal modes in harmonic chains with mass and spring weak disorder. Using a perturbative approach, an expression for the localization length L_{loc} is obtained, which is valid for arbitrary correlations of the disorder (mass disorder correlations, spring disorder correlations, and mass-spring disorder correlations are allowed), and for practically the whole frequency band. In addition, we show how to generate effective mobility edges by the use of disorder with long range self-correlations and cross-correlations. The transport of phonons is also analyzed, showing effective transparent windows that can be manipulated through the disorder correlations even for relative short chain sizes. These results are connected to the problem of heat conduction in the harmonic chain; indeed, we discuss the size scaling of the thermal conductivity from the perturbative expression of L_{loc}. Our results may have applications in modulating thermal transport, particularly in the design of thermal filters or in manufacturing high-thermal-conductivity materials.