As I recall (I am half Welsh and learnt a little) the "y" in Daffyd is like "i" in "in", "is", "it", or even "David".
But in "Ar Hyd Y Nos" (All Through the Night)it is an "ee" sound. I will see if I have names in my Welsh Dictionary with English proununciations (or ask my aunt, or wait for a better post!)

Ro* Ward