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A bit worried that it may be hard to fit in without being Welsh
If you're moving from Sri Lanka to England, the climate is going to seem horrible no matter where you are, and every aspect of daily life will be a (temporary, at least) jolt.
If you're home-schooling, look at the libraries and similar resources.
Do you want to live in a place where you need a car to buy a bottle of milk, or in a place where absolutely everything is accessible by public transit?
A place where you wouldn't dare let children under 14 out of your sight--or where the neighbors will make a huge fuss when you do, whether or not it's objectively a valid concern--or a place where you can send a 10-year-old off to catch a bus unsupervised?
For anyone who has spent a long time living in some other part of the world, you may want to look for towns with a significant immigrant community from that exact region.
What do USA citizens do if they don't join a library? I mean what do they call it if not "Joining"?
But library cops?
I don't think they will sneer at you for not being Welsh. It's more likely to be pity. If your children would benefit from becoming trilingual, that's a plus.