"Nac oes, does dim rhaid i fi fynd."
Translation:No, I do not have to go.
But in this case, it is nothing to do with the difference between languages, it is just logic. Since 'I have to go' has two verbs, then either of them can be negated. There can either be no need, or a need to not do something. In almost any language there can be confusion. We are just lucky that Welsh has constructions that are reasonably clear, as does English.