Thanks, Scouse Boy, that's what I figured.
The leasehold 'Vron cottage' is mentioned in the will of Richard Palfrey of Trelygoed, who died in 1807 (Call him Richard A for ease of reference). He leaves it to his son, also named Richard (1780-1853) (Call him Richard B). Richard B leaves it to his own eldest legitimate son, Thomas, and it came down at least one more generation. They lived in or near Llanbadarn Fawr in Radnor. The Vron cottage was not the residence of Richard A, but he lived nearby.
The burials that mention Vronvary as the abode of the deceased all took place at Llanbadarn Fawr. They were:
Elizabeth Palfrey (buried 29 March 1817) - I think she was Richard A's widow. Not surprising for her to move out of the main house to a smaller place as a widow.
Richard Palfrey (1748-1818) (This is Richard C) - a cousin of some sort who went bankrupt in 1815. He had earlier lived at Coedgwgan Hall nearby. He could have moved in after Elizabeth died.
Richard C's son, John (1791-1818) - who was likely living with his parents when he died aged 27, a month before his father died.
Ann Palfrey (buried 27 July 1872) - abode: Fron cottage. Not sure where she fits into the tree.
Richard Palfrey (1803-1887) (Richard D) - the illegitimate son of Richard B - abode: Fron cottage. Richard D lived in the Fron/Vron cottage for many years. In the 1861 census his address is given as Vronvary - which could refer to the house or place.
It appears that the Vron cottage was used as extra accommodation for family members. If Ann Palfrey is a sister of Richard D, it wouldn't be surprising for her to be living there at the same time.
Still not clear if it is a house or a locality. Anybody got any ideas?
I looked through the whole Llanbadarn Fawr burials book on findmypast for mentions of Palfrey, but didn't think then to see if anyone other than Palfreys had Vronvary listed as their abode. (That might show it was a locality rather than a house.) I could check that next time I'm at the library.
Thanks for helping me think it through