Although Angharad is somewhat easier to pronounce than Lleucu, it still poses many of the same challenges, so I don't really see the sense in settling for a name that they don't love as much. I think they should go with Lleucu and just be willing to be flexible with others using her middle name, a nickname (which I'm sure will evolve over time, even if none are apparent), or close approximations of the correct pronunciation. It's an amazing opportunity to raise your children overseas, but I love that they want to keep a strong connection to their heritage and give their daughter a Welsh identity. I think she will grow up to appreciate that as well :)
What about Kiki as a nickname for Lleucu? To my American ears, the second syllable sounds like "key," so why not Key-Wyn, Kiki (or just Wyn) for the use of non-Welsh friends? Use the name you love!