There is no J, K, Q, V or Z, but there are letters that are not in the English alphabet - Ch, Dd, Ff, Ng, Ll, Ph, Rh, and Th.
Rhys doesn't have an R in it, Ffion doesn't have an f in it, Angharad doesn't start with An, Dafydd doesn't end with a d.
A, E, I, O, U, W, Y and sometimes H are vowels. A name like Gwyn or Bryn does include a vowel.
Heidi Amelia is nice.