At least, they have done something which they call an Equality Impact Assessment.
Last month I asked the Welsh Government for their Equality Impact Assessment for their new draft LGBTQ+ Action Plan. Their response is here.
www.whatdotheyknow.com/request/equality_impact_assessment_for_t_13#incoming-1874563
The Action Plan was published in July, and I made my request on 14th August. The publication date of the Equality Impact Assessment is 31st August, so it doesn't seem to have existed at the time the Action Plan was published.
The document they have sent isn't really an Equality Impact Assessment because an EIA is supposed to show the impact on people with all protected characteristics, but this one only covers gender reassignment and sexual orientation. It doesn’t mention how their plan might affect (for example) children, elderly people, disabled people. It only mentions LGBTQ+ children, LGBTQ+ elderly people, LGBTQ+ disabled people, and so on.