The following excerpt is taken from the club's web site.
Having heard of the pre-eminence of St. Andrews in Scotland, and conscious that the English had a St. George's at Sandwich, founding fathers, The Hon. Harold Finch-Hatton, fourth son of the Earl of Winchilsea and Nottingham and William Henry More, then Crown Agent for Wales, the name of St. David's seemed logical and appropriate for this new Welsh initiative. It turned out to be an inspired piece of what would today be known as 'branding', and helped enormously to launch Harlech upon the golfing world at large.
Royal St. David's is indeed royal, Edward VII gave the club his patronage and the Duke of Windsor (Edward VIII), while he was Prince of Wales, captained the club in 1934.
Planet Golf review to come.