"Getting a test in a country you transit through
It is your responsibility to make sure you have a valid test result to show when you board. ***You should not rely on being able to get a test in a country that you will transit through as part of your journey to Wales. It is possible that local or entry restrictions will mean you are not able to get a test.*** [my emphasis]
If you don’t have a test result because you were unable to get one in a country you transited through, and you are not permitted to enter the transit country, you will be allowed to board your transport to Wales. But you could be fined £500 on arrival in Wales for not having a valid test result."
By stating, "You should not rely etc." that must mean having a test elsewhere, such as in England, prior to entering Wales, must be an option.