Thank you for the explanation! In this case, I am not sure that "I do not work on Thursday" is necessarily a habitual statement, like "I do not work on Thursdays/a Thursday" would be. I would see the statement as referring to a singular Thursday, in the same way that "I am not working on Thursday".
Hi Emmy - this is in the notes, too! They probably explain it better than I can, but basically it's a way of making the sentence mean "on Thursday" (i.e. dydd Iau = Thursday and ddydd Iau = on Thursday). But if you're saying on Thursday morning, or on Thursday afternoon then you don't have to change dydd to ddydd (perhaps the bore and prynhaun make the sense clear?) Hope that helps.