Jelly15, I think a lot of posters are being rude to you on your thread, as are your in-laws in RL. However, I agree with the gist of most of your replies so here's my take on it.
Welsh speakers can be very chauvinistic about their language. I got the wrong end of it when I lived, briefly, in Wales. The French are the same ('chauvinist' comes from Chauvin, who was a French supremacist.) This attitude is rude, especially when the foreign speaker's trying to learn the language.
I always learn the language! I haven't got some mysterious gift for it, I'm just bloody-minded and want to know what people are saying 'behind my back' 
Your in-laws have damaged your confidence, which is why you can't learn.
So here's my plan: Firstly,make up your mind to learn Welsh in secret
Get a friend to give you conversation practice, sign up for classes at the library, listen to Welsh radio, make it your project not theirs. Secondly, start doing 'broken record' with your ILs. Just say, ever so normally, "Please speak English" every time they launch off in Cymraeg. That's it, just be a broken record. Thirdly - later, when you're really confident in your secret skills - shock 'em!
Go for it
Don't let the bastards break you down!