All becomes so much clearer. We have about 2% of N-C registers that survive for the whole of Pembrokeshire, so research into non-conformist is extremely difficult to say the least.
According to GENUKI you may just be in luck see ;http://www.genuki.org.uk/big/wal/PEM/StDavids/#ChurchRecords
Have you studied the wills related to the surnames of your interest on the NLoW website? The Roach wills of St David’s may well hold some clues to assist your research.
The only saving grace is that all mrge pre Sept 1837 by law had to take place in the established church irrespective of faith followed.
Who where the witness at the mrge of 1829
Was Thomas Sais (Sayes) shown as dec., on the 1837 certificate??
I would be inclined to study the L.T.A.’s for St David’s 1783 ~ 1830’s and the Tythe Map of 1837-1842 with its schedule, see what is shown for the Sais (various spellings) surname around St David’s.
I presume Phebe was buried on the 18 Feb 1837 at St David’s.
Owen Ap Benfro