I agree that 'dd' in Welsh does indeed sound like a soft English 'th' - as in 'with', but not 'thing' - that's what I was always taught.
Obviously, people differ, but a huge amount of English people (of which I'm one), who haven't had any real connections with Wales or Welsh, will pronounce unfamiliar (to them) Welsh names as if they were English, but even if corrected and they manage to repeat what you say, their heads will change it back to what they think it 'should' be. It's not (usually) done vindictively, but I think a lot of people subconsciously think that Welsh is a hobby language or a dialect of English using quirky spellings for the same sounds - and if the letters look the same, they can't understand how they could differ.
Thus with the name Llandudno, for example, most English speakers will initially ignore the second 'l' and say 'Lan-dudd-know'. When corrected, a lot will realise that you don't usually get a double 'l' at the beginning of words in English (except for the very odd word like 'llama', where it's pronounced as a single 'l'), so they will attempt to say it authentically - usually approximated as 'cl' or 'fl, as the sound is so unusual to them; however, because they see the 'u' and end-of-word 'o', which are commonly seen in English words, many just cannot grasp that they're pronounced as an English 'i' (as in 'win') and as an English 'o' (as in 'got') and their brains will 'correct' it.
Thus Hywel ('huh-well'), Geraint ('ger-int*) and even Sian ('sharn') will become 'high-well' or 'har-well', 'jer-aint' and 'sigh-ann'.
*'int' as in 'pint'
It's the same with Scots words like 'loch' - because it looks similar to the English word 'lock', some people can't get their heads around the fact that it's spelt differently - maybe they just think that 'ch' is the way Scottish accents pronounce the 'ck' sound?