Owl, there are lots of welsh sounds that have no English equivalents.
Rh, Ngh, Ch and Ll certainly, but vowels and vowel combinations too.
Eu, ei, uw, ew, ae, ir, ar, u, y are just some.
Why would people say Emphis for Enfys - because some people use the same sound for n and m in some words, and because F doesn't immediately look like a V sound.
I've heard Bronwen being pronounced as Bromwin in England.
Some names are easy or won't get mangled too badly (e.g. Bryn, Gareth, Delyth, Carys). I've even seen arguments on here about how to say Eleri and Teleri. Both should be easy as they are phonetic. El-ERRY and Tel-ERRY, and both rhyme with Ceri (Kerry).
You can tell people how to say a name but not everyone will get it, and when you are explaining to people how to say your name every time you meet someone new, it is a PITA. Getting your name misspelt regularly is a PITA, especially if the other person tells you that you are wrong and they are right.
In the recent run-up to the election, the BBC kept referring to Nigh-a Griffith. How difficult can it be to get a name like Nia right?
IIRC, you have a daughter called Celyn - does she ever get Kellun, Sellun, See-lyn, Celine? I know it's pronounced KELLin, but I wouldn't say it was obvious should you not speak welsh.