Well, Welsh speakers would assume that a name where the spelling was -wyn at the end was a male form. But that doesn't mean that the spelling "Annwyn" has ever been used as a male name in Wales. The Welsh mythological place seems to be spelled as Annwn or Annwfn in Welsh. So "Annwyn" would be a modern creation based on the ancient Welsh word, and wouldn't necessarily have any currency as a word or a name in Wales itself.
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