The "Llanelly Railway and Dock" planning application was published several times in the London Gazette and mentions a "Fair Lodge, Llandilo Fawr". It's just a pity the plans that accompanied the application weren't published!!
(use search key "caepontledis" rather than "fair lodge" to reduce "hits")
Slater's Directory of Glos, Herefs ..... 1859 mentions a "Rev Morgan Morgan, Fair Lodge, Llandilofawr".
Couldn't see it on the OS 1891 map- but have only checked grid ref 033/SE.