On pronouncing
Llewelyn, seeing that you live in the States (likewise here), I think it'd be wise to just use the English pronunciation. I don't know how many Americans are familiar with Welsh, but I can't see it being too many. That doesn't mean you can't teach him the Welsh pronunciation of his name, or use it at home, etc. When I started using my MN
Fiammetta, I accepted the fact that it would be fee-ah-MET-tah (or in our lovely New England accent, Fee-yuh-medduh *cringe*) if people even attempted it. However, that spawned the NN Fia - I think
Llew would be just as snappy and intuitive for
Llewelyn.