Hi LD,
I've got Diana Davies' husband as John Hughes (b.1765).
I have their marriage as being "in Wonastow" and Valentine's baptism record shows he was Christened in Wonastow church.
I don't believe there is (or has been) a Catholic church in the village, so although I can't say 100% about the marriage, I believe Valentine's baptism was Church of England (I was going to say Church in Wales, but it didn't exist back then :-) )
Where did the Catholic marriage idea come from? My family are all Anglican or (mainly) Welsh non-Conformist, so a bit of Catholicism to mix it up would be nice!
Regards,
Rollwrong