Rebecca
You can't be to far away from a great music shop called Marcus Music in the grounds of Tredegar House Newport.I went up there from Cornwall last year to buy a bowed Psaltry and Marcus had copies of a magazine that listed all the clubs and sessions around. I'm sure he'll be able to help and give you all the info you need along with an invite to the Folk Festival there (in May I think).
Hope this helps.
regards Baz.