Bran Fendigaid ap Llyr Llediaith, who first brought the faith of Christ to the nation of the Cymry from Rome, where he was seven years a hostage for his son Caradawc, whom the Romans made prisoner through the craft, and deceit, and treachery of Aregwedd Foeddawg.
The second was Lleurig ab Coel ab Cyllyn Sant, who was called Lleufer Mawr(1), and built the ancient church at Llandaff, which was the first in Britain, and who gave the privileges of land, and of kindred, and of social rights, and of society to such as were of the faith of Christ.
The third was Cadwaladr Fendigaid, who gave refuge, with his lands, and with all his goods, to the believers who fled from the Saxons without faith, and from the aliens who would have slain them.
One of The Welsh Triads
Bran Fendigaid, Bran the Blessed is the mythological character that features in the Mabinogion.
Caradwg would be Caractucus, the Celtic tribal chieftain who led the resistance to the Claudian Roman invasion of Britain in the first century AD. The "treachery of Aregwedd Foeddawg" is a reference to Cartismandua the pro-Roman queen of the Brigantes tribe who captured Caractucus and handed him over to the Romans.
We know that Caractucus's father was in fact Cunobelinus(2) chieftain of the Catuvelauni tribe, one of the dominant tribal kingdoms in pre Roman Britain, and not Bran. We also know that the 1st century AD is far to early for Christianty's arrival in Britain. So this tale is really a fanciful conflation of myth and history.
Llandaff was certainly one of the earliest major churches (possibly founded in 560 AD by St Teilo) and became the ecclesiatical capital of Morgannwg but it is unlikely to have been the first in Britain. I can find no historical record for Lleurig son of Coel son of Saint Cyllyn, but he may well endowed the original an early Celtic church at Llandaff. But then again it may just be a tale invented by his descendants.
Cadwaladr Fendigaid or Cadwaladr the Blessed is an historic 7th century king of Gwynedd, the son of Cadwallon ap Cadfan. This is about the time that the Anglo-Saxons were completing their conquest of the territory that would become known as England, hence it is quite realistic to accept a role for him in welcoming refugees from the Saxon conquests.
(1) Or the "great light"
(2) Cunobelinus is of course Shakespeare's Cymbeline