Only if England had failed to come together and remained divided Kingdoms you might have seen Welsh Kingdoms survive?
Or something drove the Picts from Scotland?
But, if either the Anglo-Saxon kingdoms would have failed to be united or , if later they just formed a single kingdom would have fallen apart...
IMO, it only would have been caused by an scenario where the OTL Norsemen invasions 'd have a greater impact as well a bigger influence/territorial dominion and for a longer time than OTL. Perhaps, it would be possible if, in this possible hypothetical TL, when first faced with the Norseman Britain would have gone through the same situation that OTL Ireland. And, if somehow it would be coupled with a stronger Welsh kingdom, receiving Picts refugees/hired swords and/or able to defend/repel itself first from the Saxons and later from the Norse. Perhaps, being able to form a redoubt in Snowdonia, to later expand from there to their original borders...