The burial record for David Conway died 1864 Rhyl is under Dyserth(which would be St. Bridgets).As the Morley Road cemetery opened in 1859 and records exist for there from that date,it suggests he is buried in Dyserth.There are quite a few Conway burials in Dyserth,but none that obviously match your other data.There is a Mary,died 1851 who fits the profile of David's daughter-I think she is in Rhyl in 1851(ref 2506 196 23) described as a "gentlewoman",unmarried,born in Liverpool.However there is another Mary of similar age profile around and they would need to be distinguished.
I will still visit Rhyl Library and find any Conways in Morley Road,but perhaps it would be appropriate to start separate threads for this family and your Briton Ferry enquiry
Regards
Roger
