Oh Estella, how nice to get a little bit more.

If you give the exact date of her death I'd be happy to look up newspapers of the time to see if there are any notices.
I'm not sure I would necessarily agree with the SALS people. The info you have suggests she was born in Swansea and there are births listed on Free BMD which were closer to Swansea than Merthyr is.
The 1861 Wales census shows 3 possibles for your Gwen - and there are probably others.
Gwenllian Jenkins b abt 1845 Aberdare, Glamorgan, Wales; Servant living at Aberdare, Glamorgan
Gwenllian Jenkins b abt 1845 Cowbridge, Glamorgan, Wales; Servant living at Coity, Glamorgan
Gwenllian Jenkins b abt 1846 Swansea, Glamorgan, Wales; Servant at Brecon St Mary, Breconshire
The 1851 is less helpful with no clear matches although, as I said before, there is the girl born and living in Llansamlet which is now a suburb of Swansea but is in the Neath registration district. The mother's name is given as Rachel though

Free BMD shows one Neath registration in 1841 and two in 1842 for Gwenllian JENKINS.
Sadly I think this may be the brick wall for Gwen/Winifred
Judith