Hi,
Clwyd FHS have complete transcriptions of Henllan Parish Registers in six volumes covering 1684-1812 available here:
http://www.clwydfhs.org.uk/publications/registers-books.htm#HI have some of them and have found some of the records you may be looking for.
There is only one marriage with an Owen Davies between 1684 and 1799:
3 Nov 1760 - Owen Davies (Ba) and Jane Jones (Sp), both o/H (of Henllan). Witnesses William Davies and John Roberts.
But it seems to me that this is may not be the marriage you are looking for, for two reasons.
1. There are a series of baptisms for children of Owen Davies and Jane, all with abode Llann, perhaps an abbreviation for Llansannan?:
Ann-6 Mar 1757,
John-19 Aug 1759, Robert-21 Mar 1762, Mary-28 Apr 1765, Richard-27 Jul 1768, Elizabeth-28 Jun 1772, Robert-26 Apr 1776.
Clearly John and Ann were born before the marriage mentioned and there is no indication that they were illegitimate children.
2. There are two burials:
Owen Davies, 79, died 19 Mar 1811, buried 23 Mar 1811. He is described as 'Thatcher, Llan'. The record gives additional information - son of David Hughes (Joiner) & Anne (Edwards), Rhyd yr Arian, Llansannan.
Jane Davies, 79, died 2 Mar 1809, buried 6 Mar 1809, wife of Owen, Thatcher, Llan. She was the daughter of Edward Davies (Lab) & Mary, Llan. (So not Jane Jones)
There is a marriage:
John Davies m. Ann Foulkes (both of Henllan parish) 19 Apr 1785. Witnesses John Hughes, William Foulkes. I can't see another marriage involving a John Davies between 1776 and 1799.
I hope this helps.