Jon
I am really sorry, I was just told that they were buried at "Sardis Baptist Chapel. Sardis is a small village just a few miles from Llangwyn". I hope that makes sense to you.
On Ancestry I found in the Probate records regarding "James Palmer of Chapel House, The Becon, Rosemarket, Neyland Pembrokeshire" who died 8 March 1950. I have looked on Google Earth and Rosemarket and Sardis are very close to each other.
Also in the 1891 and 1901 Census James, Elizabeth and children, Mary Ann, Levi John, Frederick and Edith were living in Back Lane, Civil Parish of Burton. In 1911 they are living in Ashdale Lodge Barton Haverfordwest.
I have assumed that they were buried in the grounds of the Baptist Chapel, in the village of Sardis, I did not understand that there were other Chapels named Sardis.
Carole T
Ps I think I should also mention that the same person who said that they were buried at Sardis Baptist Chapel, mentioned that James Palmer, his son Levi John Palmer and Levi's son Allen James Palmer became Freemen of Pembroke. I do not know if this additional information helps.