Victors write the history. Traditions of defeated people get turned into "myth" anytime they are in conflict with "real" history.
The oldest surviving Gothic Bible is dated to about 350 AD. Goths are believed to have originated in Southern Sweden & they were a Germanic people. History books say Charlemagne "Christianized" those "barbaric pagan" German tribes.
Back to Wales. Welsh built stockade type forts & they retreated from them when necessary to survive. They'd attack parties trying to forage from the locations of their former forts. The Welch long bow was useful for this, so attackers found staying is Wales unattractive.
Romans built stone fortresses along the Welch coast, so I have to think that digs along the coast that look like permanent settlements would have to be from the Roman "occupation", though they would be upon older Welsh settlements. Get deeper into the heart of Wales, a defeated people's last stronghold, purposely inaccessible, built of wood becomes a "mythical" place pretty quickly.
In Scotland there is a little castle on Loch Ness called Urquehart Castle. Nobody knows who built it or why. Certainly not a bunch of guys that drank beer and went fishing there years ago. Maybe it had another purpose. The rain in the summer there is about the same temp as the water temp. I skinny-dipped around there once and that is a very deep glacial lake. Cute little red heads live around there that like to fish. Inverness has a nice restaurant that serves steamed or fried fish. Dunvegan is on the Isle of Skye and it's sort of like Kansas. Nice people there.