Of lasting interest to me has been the celebration called The Mari Lwyd (the Grey Mare). A preserved horse’s skull was decorated with the streamers and tinsel used for the Christmas holidays, and a man wore a sheet and carried the decorated skull.
He’s accompanied by at least one friend from his village, singing and reciting poetry from house to house. The residents of each place also recite poetry back to the people and horse waiting outside in the cold. Finally the horse and friends come inside to share Twelfth Night cheer.
There are more exciting, though not authentic, films about these times. With a little patience, it is possible to find good holiday fun, though, connected to Welsh customs.
Finally, here's a link to the city of Cardiff. It's offering stay-at-home travel and fun, most for free. Check it out! https://www.visitcardiff.com/from-home/