It’s easy. W is a vowel in Welsh. It sounds similar to ö in German and it can be modified as ŵ to elongate the sound such as in the word dŵr which means water.
Wrwgwai or Wcrain (for example) are the natural way to spell those countries using the Welsh alphabet. Its a highly phonetic language believe it or not.
I’m trying to square away what the difference is between this and George RR Martin reading Homer and Tolkien and others and then producing A Song of Ice and Fire…