There is a Home Guard digitisation project but not for any part of Wales. There's some info on this on the National Archives website, but not of any value to your research. It seems that very little has survived. Worth trying the County Archives; if you were hugely lucky some personal papers might have been deposited there. If your man was an officer then he'd be listed in the Home Guard List - I've found a couple of copies at Kew along with the Army Lists, but I don't think the HG List has been digitised by anyone. If you were very, very lucky a member of the family might have deposited papers in the Imperial War Museum or the relevant Regimental Museum, but the chances are that they would not be digitised. My father's papers are briefly catalogued at the IWM, but not digitised nor fully listed, for example.
Sorry to be disappointing.
