For my own amusement I followed a number of trees posted on the internet back in time. They appeared to be linked to some of my Welsh family members. They inevitably went back to Welsh nobility, princes and even royalty as far back as the second century AD. A similar phenomenon occurred with an American in law's tree. The family emigrated to the USA from the London and south east England region but purported to have their origins as Welsh and indeed Scottish royalty in early Medieval times.
One can only conclude that the population must have been extremely small and virile or there has been some very imaginative research.
Comments please
I think the problem with welsh genealogy is when you get back to pre-parish records, at least in my experience, is the surnames. People just take a David ap David as being the same as the other David ap David in the same town not understanding that they both could be and probably are the sons of two entirely different David's and entirely separate families.
From there they go down the rabbit hole taking their research on an entirely different tangent.
That said, the Welsh, like the Irish kept very detailed genealogical records pre-parish registers and naming conventions (son/daughter of) helped immensely not to mention the Bards. Other cultures are the same like Asian cultures with their records such as jokbo's. There certainly are many manuscripts, wills, pedigrees, odes, Elegies, etc., that if you have the correct names (and are from prominent families similar to English nobility) do take you back to a reasonable pre Norman date and in general can be backed up by land records, wills and other documentation.
That said, just like English genealogy, you have to have the link to the nobility to have such breakthroughs and most people just try to tack on a person to link into such persons despite there being no evidence.
I gave up mentioning to people on Ancestry that they have a wrong link as, like others in here have mentioned, it either falls on deaf ears or they get offended.