"What is the colour of the Welsh flag?"
Translation:Beth yw lliw baner Cymru?
Yes, this is a confusing sentence since the Welsh and the English are so different in construction.
The literal translation of the Welsh is = 'What is colour (of) flag (of) Wales?'
In standard English there are a number of ways this can be tranposed:-
What is the colour of the flag of Wales
What is the colour of the Welsh flag
What is the colour of the Wales flag
The point is that the Welsh sentence doesn't need the definite article but the English one does.