Yes. No need for yn/wedi with a prepositional phrase like that.

Dw i mewn penbleth - I am confused

Mewn gwirionedd - In reality, in truth.

Mae'r siop ar gau/ar agor/ar osod/ar werth/mewn llanast - The shop is closed/open/to let/for sale/in a mess

Have a look at the Tips and Notes for the "Work" skill - https://www.duolingo.com/skill/cy/Work :

Many building and workplaces are also feminine and are introduced with mewn, meaning in a. The difference between yn and mewn is that yn is a very specific place, whilst mewn means any old place and in a. Yn is also used when saying in the (yn y).

Along with some examples.