well, you have conficting info from death & birth cert. The uncle you mention registering the death of Anne Ellen, is he her son? How likely is it that he would get the birth date and place correct? It's not the easiest time when you register a death and mistakes can happen. My mother got her mother's age wrong when registering her death.
If Merthyr is correct, it would be Merthyr Tydfil as the other Merthyrs would have the second word in the name (Dyfan, Mawr).
If the birth date is correct, there are other possible birth regs
Ellen Thomas dec qtr 1897 Merthyr Tydfil vol 11a pg 732
Ann Thomas march qtr 1898 Merthyr Tydfil vol 11a pg 737
Annie Thomas march qtr 1898 Merthyr Tydfil vol 11a pg 704
People were registered with the name they were known by, so a death under the name Anne Ellen doesn't mean her birth was necessarily registered as that.
Ystradyfodwg was a very large parish
http://www.genuki.org.uk/big/wal/GLA/Ystradyfodwg/1901 53 Oxford St, Ystradyfodwg RG13/5020 folio 141 pg 17
Thomas J Thomas head mar 32 colliery repairer below ground b. Breconshire, Swansea Valley
Eleanor wife 34 b. Cardiganshire, Tregaron
John son 7 b. Glam, Maerdy
Ann dau 5 b. Maerdy
Williiam son 3 months b. Maerdy
Stephen son 3 months b. Maerdy
Benjamin Lewis boarder 21 colliery haulier b. Carmarthenshire, Whitland
John Lewis boarder 19 b. Whitland
William Henderson boarder 19 railway porter b. Glam, Taffs Well
so look for Oxford Street, Maerdy, Ferndale.