"ei henw ei hun" means "her own name". If you use Duolingo this construction is taught in the topic Reflexive Pronouns, see https://www.duolingo.com/skill/cy/Reflexive-Pronouns/tips-and-notes "neu" means "or".
Apps like the Beginner Welsh and Beginner Scottish Gaelic app are pretty useful in helping any beginner learn some basic words and phrases for both languages from scratch.
Subtitles for Y Gwyll are available on OpenSubTitles.org
If you're particularly ~~geeky~~ IT adept, and of course - fluent, you can create your own subtitles and upload them to that site for others to use in conjunction with the commercial release.
Here is the Amazon UK page for series two which has both English and Welsh options on the DVDs. This is the one I have so I can testify it does have the Welsh only option.
Also, this item does state that it has Welsh and English as Language options in the same way as the Season 2 boxset that I linked above. So I would assume it also has both language options.
To my knowledge this is the textbook Duolingo generally bases itself on. In the course notes for a lot of the skills it mentions which section of which book it is based on. Duolingo covers parts of Mynediad which I've linked as well as Sylfaen and Canolradd. I will note there's 2, one for North one for South and I think Duolingo just uses both.
The only problem with replacing "gweithio allan" is that I know that with this phrase I will be understood correctly (partially due to its Wenglish status, of course), and will sound like a real person. Whereas with "darganfod" or "anghuddio"... well, I don't have this certainty.
But speaking of French translations, there's an obscure dictionary that I visit from time to time. I decided to try "figure out" on it, and while it wasn't able to come up with a direct translation, apparently it has the technology to reference dictionaries in other languages: https://glosbe.com/en/cy/figure%20out (if you explore "Less reliable translations").
If you wanna make some flash cards for yourself have a look at this list of nouns here..
http://mylanguages.org/welsh_vocabulary.php
and this list of verbs here
http://www.cram.com/flashcards/welsh-most-popular-150-verbs-1613373
it looks like about 10 but change how many you can see per page, there really are 150 (plus this is already in flash card format but I guess you want to throw them all into one place)
pob lwc!
I've got this book - if you can get a copy to the States then I absolutely would. It's got a good steak of humour, lots of contextual learning with grammar outlined in an accessible way.
Welcome to Welsh: A Complete Welsh Course for Beginners https://www.amazon.co.uk/dp/0862430690/ref=cm_sw_r_apan_glt_fabc_196FPNJHGQCK20D31QT2?_encoding=UTF8&psc=1
Looks similar but this is the one I'm using on the Learn Welsh entry course!