Have you already discounted the Freebmd 1865 marriage in Bedwelty for an Elizabeth Elias ?
There is an 1856 marriage of a Henry Elias and one of the females on the same page is an Elizabeth Matthews
There is a Henry Elias birth in Abergavenny in 1857 and a Henry Elias death in Abergavenny in 1860 but no way of knowing as no ages known