No, Welsh is almost fully phonetic and "Rhy" is pronounce as you would expect.
no it's not really bad audio. it just sounds so aspirated that it takes on a stop-consonant sound at the beginning, but there really isn't a stop there. It's just an illusion because you aren't used to the sound.
I definitely heard "tree" for "rhy". This could be the phonetic environment tho causing a misarticulation