Not only did they lose the EIA (if there ever was one) but it seems that they have also withdrawn (or accidentally hidden!) the "Welsh Government Action Plan to advance equality for transgender people" FOIrequester.
The only copy on the Welsh Government website seems to be the one without a front cover that they uploaded in response to your FOI Request. That one does not turn up in Search Results because the file name is the FOI reference number: "ATISN%2013341%20%20-%20Doc%201.pdf"
Perhaps that is why they sent you the link to the copy on the Webberley site, FOIrequester , ie. because they couldn't find the copy they posted to you earlier? Who knows, if there ever was an EIA then maybe that got lost the same way, by being saved with some weird file name?
I happened across a couple of other FOI replies that are interesting if you have not seen them before:
"ATISN 11591 Welsh Government interaction with transgender organisations" (24 Oct 2017)
gov.wales/sites/default/files/publications/2019-01/171025atisn11591lttr.pdf
"ATISN 13110 Funding for Welsh Women’s Aid" (9 May 2019)
gov.wales/sites/default/files/publications/2019-05/ATISN%2013110%20.pdf
However, I am wondering if there is an opportunity right now to influence what happens for women over the next four years?
(Apologies if this has been mentioned earlier or in another thread thatdamnedwoman)
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The very last paragraph of the main text of the "Trans Action Plan" says:
"The Transgender Action Plan will feed into the revised Welsh Government Strategic Equality Plan for 2016-2020."
gov.wales/sites/default/files/publications/2019-09/ATISN%2013341%20%20-%20Doc%201.pdf
"Welsh Government Strategic Equality Plan 2016-2020"
gov.wales/sites/default/files/publications/2019-03/equality-plan-and-objectives-2016-2020.pdf
"Strategic Equality Plan 2016-2020 - Equality Impact Assessment"
(this exists! Lawks'amercy!)
gov.wales/sites/default/files/publications/2019-03/equality-plan-and-objectives-impact-assessment.pdf
One of the 4 Sept 2019 replies to your FOI Requests states that the "Trans Action Plan" is "out of date":
"ATISN 13341 - Documents relating to the Equality Impact Assessment for the Transgender Action Plan"
gov.wales/sites/default/files/publications/2019-09/ATISN%2013341-%20Final%20Response%20Due%204%20September.pdf
"The Transgender Action Plan is now out of date. In terms of what actions we take next, we await the feedback of the UK Government’s consultation of the Gender Recognition Act the findings of which are due to be published in the Autumn. Once in receipt of those findings, we intend to consider what action we will need to take in Wales to advance equality for transgender people. A new Transgender Plan would require a new Equality Impact Assessment to be produced to assess its impact ."
However, the actions in the "Trans Action Plan" relate to the 2016-2020 Strategic Equality Plan, as promised by the Welsh Government, and it is about to be updated.
Consultation on the Strategic Equality Objectives 2020-2024
gov.wales/written-statement-launch-strategic-equality-objectives-2020-2024-consultation-2019
Consultation document - deadline 19th November
gov.wales/strategic-equality-objectives-2020-2024
Extracts
"Introduction
Section 149 of the Equality Act 2010 sets out the Public Sector Equality Duty (PSED) which, in summary, places a duty on public bodies to have due regard in exercising their functions to the need to:
Eliminate discrimination, harassment, and victimisation;
Advance equality of opportunity between persons who share a relevant protected characteristic and persons who do not share it; and
Foster good relations between persons who share a relevant protected characteristic and persons who do not share it.
The PSED was developed to harmonise the previous equality duties regarding race, disability and gender equality, and to extend across all of the protected characteristics under the Equality Act 2010.
The 9 protected characteristics are:
age
disability
gender reassignment
pregnancy and maternity
race
religion or belief
sex
sexual orientation
marriage and civil partnership (in relation to being treated differently at work)."
"In October 2018, the Equality and Human Rights Commission (EHRC) published Is Wales Fairer? – a comprehensive review of how Wales is performing on equality and human rights. The report provides valuable data and evidence that will support the efforts of all our public bodies to reduce inequality in Wales.
The EHRC looked across six themes of life (“domains”):
education;
health;
living standards;
justice and security;
work; and
participation
It compared outcomes for groups in areas such as pay gaps, educational attainment, and experiences of hate crime.
What’s new?
We have used the analysis from our early engagement with stakeholders and the evidence contained in Is Wales Fairer? 2018 to prepare a draft set of Equality Objectives. Our aim is to ensure our Equality Objectives for 2020-2024 will address the challenges set out in Is Wales Fairer? 2018. To support this, the actions relating to each objective will be arranged using the domains in that report.
This consultation document does not include all of the actions that will contribute to achieving the objectives. The focus at present is on ensuring the objectives themselves, and the long-term aims to which they will contribute, are the right ones.
This consultation therefore asks you consider the following:
What are the greatest barriers facing those with protected characteristics in Wales; and
Whether the Welsh Government’s draft Equality Objectives adequately capture and address those challenges."
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The Consultation Document is a hefty thing and I have not read all of it - enough to see that there is plenty of scope for a woman-focussed SWOT analysis 
REPEATING in case this key bit got buried in the blurb above:
Consultation on the Strategic Equality Objectives 2020-2024
gov.wales/written-statement-launch-strategic-equality-objectives-2020-2024-consultation-2019
Consultation document - deadline 19th November
gov.wales/strategic-equality-objectives-2020-2024