Thanks, Nona. As always, you've been helpful. I found a welsh forum and I posted my question there. Here is the replie:
"The "Gwy" would be "gw" followed by the "i" from the word "it"; "ll" is notorious. Its pronounced by putting the tip of your tongue behind your top teeth and blowing, try to pronounce "t" and "l" at the same time "ion" may be pronounce
I'd say you make the ll sound by saying hl but right at the back of your mouth, really hissing the air out one side. It almost sounds as if you are clearing your throat. Not hard but you have to hear it really...