Chwefror was borrowed from Latin februārius, which comes from fēbruum ("purification", cognate with fever).
Thanks for the info, I also notice (to my disappointment) that many of the days of the week are Romanesque e.g. dydd Sul - "Sun" day , dydd Llun - "Moon" day, dydd Sadwrn - "Saturn" day. Do you happen to know if there are any old pure Welsh names for these?
The Latin influence on the Brythonic language native to Britain would have tailed off as the Romans abandoned Britain in the 5th century.
Welsh, as 'Primitive Welsh', is generally thought to have emerged rather later, by about the mid 7th century, and 'Old Welsh' not until the early 9th century. It seems likely that the names of the days come from a time before Welsh evolved as a distinct language.
There almost certainly were, but there's the usual problem with identifying anything from the pre-Roman Celtic world, viz. that since they didn't have a written tradition, the only evidence we have is from non-Celts (usually, Romans).
The Coligny calendar from Gaul gives some idea of what the Celtic calendar might have been like before Roman influence, but it doesn't directly indicate anything about measurement by weeks that I'm aware of - although it seems to retain Celtic names for months for the most part.
It's artificial but you could try reconstructing a Welsh version of the Roman seven-day week using the British deities associated with the appropriate Roman ones. It'd be no more authentic than modern Druidism though (i.e. not at all), notwithstanding that the same problems afflict understanding of pre-Roman Celtic religion as affect everything else.
Anyway, suggestions for such a scheme:
Tuesday - Toutatis Wednesday - Lugus/Lleu Thursday - Taranis/Taran Friday - ?? Áine? Saturday - Esus Sunday - Sulis? Belenos? Monday - ??? Sirona?
Germanic day names (as the English ones) are also a calque of Roman day names. They look a bit more different because, instead of using the Latin name directly, they used the Germanic god names (but, in the understanding that they were the same gods as their Mediterranean counterparts, just with different names [interpretātiō germānica]) Odin (Wotan) [Wednesday] = Mercury [Mercuriī Dies (miércoles, mercredi, miercoledì)] = ἡμέρα Ἕρμου (hēméra Hérmou ["day of Hermes"]). I couldn't find any pre roman Welsh day names, but here you can take a look of different Celtic day names, including Old Irish (where you will be able to see that even in Old Irish those names were mostly Roman, with the exception of Wednesday to Friday): https://en.wikipedia.org/wiki/Names_of_the_days_of_the_week#Celtic_languages