You might find some records at The Betsi Cadwaladr University Health Trust Ablett Mental Health Unit, which is located in Clan Clwyd Hospital, Bodelwyddan.
I'm afraid I can't remember who I contacted, or the phone number, but some years ago I found (or rather the lady found for me) a limited amount of information relating to my Grandmother who spent many years at the Denbigh Asylum, and who died there.