Often, words that were <v> in Latin, which made their way into the Celtic languages, became <gw> in the Brythonic languages (Welsh, Breton and Cornish.) Other examples are vinum becoming gwin (wine) and viridis becoming gwyrdd (green). I had a hard time remembering Gwener - but then remembered this trait and saw the link to Venerdì, Vendredi, Viernes. Thought I'd share in case this is helpful to someone else too :D.
Can you give me some examples of what you mean?
dydd Gwener = "the day of Friday" i.e. "Friday daytime"
nos Wener = "the night of Friday" i.e. "Friday night"
bore (dydd) Gwener = "the morning (of the day) of Friday" i.e. "Friday morning"
prynhawn (dydd) Gwener = "the afternoon (of the day) of Friday" i.e. "Friday afternoon"
Stuff like that?