The "Welsh" title of "Wales," as "Wales" comes from the Anglo-Saxon/Old English wealh, meaning (ironically) "foreigner."

Cymru from Cymro < Br. *kom-brogos "Fellow Countryman" < *kom: near, with (cf. cum); (m)brogos: *mrog-, Celtic varient of IE merg-, "boundary, border"

Later term, coming into use after the Saxon invasions? The Latin is Cambria.