The reliable books in Welsh, Scottish and Cornish names are not very extensive if you compare them to books in English, German, French or Spanish names, but there are some good resources.
Welsh names
The best resource is the online dictionary of Welsh names by Iain Ó hAnnaid:
http://kimkat.org/amryw/1_enwau/enwau_bedydd_cymru_mynegai_0316e.htm
He offers very accurate spelling, etymological and historical information and phonetic transcriptions (IPA).
Besides that, there are two very good books:
Enwau Cymraeg i Blant / Welsh Names for Children, by Heini Gruffudd, Y Lolfa
Welsh Names for your Children, by Meic Stephens, St David's Press
Scottish Names
Ainmean Chloinne. Schottish Gaelic Names for Children, by Peadar Morgan, Taigh na Teud Music Publishers
Cornish names
Names for the Cornish, by Christopher Bice, The Lodenek Press
Lumia
http://onomastica.mailcatala.com