What are the lessons like the further you advance?
Do the lessons involve longer sentences? Do the activities change slightly and become more challenging? When you reach the end of the course, do you feel like you've learned enough to have a conversation in Welsh or at least understand most written/spoken Welsh?
If Welsh is the same as any of the other courses I would say that yes, the activities get more and more difficult. I am not halfway through the spanish tree, and I have enough material to understand a basic conversation
This course covers the same levels of writing, reading and, within the limits of the text-to-speech system, listening in the Welsh language as those taught in the national DysguCymraeg Mynediad and Sylfaen courses for adults in Wales. Duolingo does not address speaking skills in Welsh.
Mynediad covers the initial CEFR A1 level (beginner). By the end of a Sylfaen course you should be able to speak, listen, read and write at CEFR A2 level (elementary user). You can find the definitions of the CEFR levels on Wikipedia.
I can't say I know the entire Welsh course by heart (but that's because I wanted to keep it fun and I hate memorizing things). A few months ago I added listening to BBC radio Cymru for about an hour a day (while doing something), and I can honestly say I can sometimes understand a segment- depends on the speaker (old ladies speak slowly) and the complexity of the issue discussed.
I can read online Cylchgrawn and make sense of most articles (need to translate words from time to time).
As for speaking out loud or even making my own sentences, it's a bit of a jamble in my head- but that's because I don't push myself hard enough (it will take the fun out of it, and I am doing it as a hobby).
The sentence structures do become more complex. Overall I have found the Welsh course to be the best of any of the trees I've finished. I suspect this may be due at least in part to the way that almost all Welsh speakers are also native English speakers, and consequently there's more confidence in the translation, as well as avoiding some of the archness you can get on other courses.
By the end of the course the level of Welsh you'll be able to speak and understand is still relatively basic, but that's due to the inherent limitations of the app rather than course design, I think. You will need to do a lot of practice listening to real-life Welsh to be able to understand it "in the wild", as people naturally tend to speak relatively quickly and it's hard to keep up. Reading Welsh is easier, but you will need to be able to hold a large vocabulary in your head and therefore I would recommend practice over and above the work required to complete the course.