Is this an expression used in Welsh, or a direct English translation?
I'm not sure if it did come from English but it's definitely how I would say it should I ever need to use the phrase.
I thought I saw,Gair am gair. Now I see, Gair am air. Are both correct?
No, it should always be "Gair am air" since "Am" causes a soft mutation.
Would someone mind using this phrase in a sentence, as an example?
I want to know, word for word, exactly what he said to her just now.
Would "verbatim" work here?
Yes, but that's Latin, so not exactly an English translation, though it is used in English. English borrows so many words and phrases from other languages! It's not the only language to do so, but I think it borrows more than others.
It has been said that while most languages loan words from other languages, English clobbers them in dark alleys, and riffles through their pockets...
What a wonderfully graphic description! Thanks for sharing it. :)