Hello Everyone, thank you for your help.
Glynm: I found that report too, and came to the same conclusion, he was still in Wales in the 1881 Census. I have a candidate, that I haven't said before because it's just a guess at this point. I think he was at the family Parry's home. This is the census:
Evan Parry - 39 farmer & grocer
Jane Parry - 38 wife
Henry R Parry - 17 farmer & grocers son
Richard O Pritchard 24 - boarder - slate quarrier
William H Hughes - 25 - boarder - slate quarrier
William Davies - servant
In the meeting that you found, there is a Henry R. Parry participating. Coincidence?
Mair: you are right, I really like seeking for him and his story. As he liked writing a lot (he worked in the local newspaper called "Y Drafod") and he liked keeping in touch with his family and his welsh roots, he wrote and published many letters, here in Patagonia, but many were published in Welsh journals too. Those letters gave me little pieces of the puzzle to discover his family.
Tall Al: thanks for the search but you are right, that is not his family.
I can tell you all that I am pretty sure about who his family was, or at least there is not another family in the censuses that fits better. As i said, the newspapers and letters gave me many clues:
Sister Mary - I know he had a little sister called Mary because there is a letter he wrote worried about her health.
http://newspapers.library.wales/view/3775781/3775785/25/ In the newspaper "Y Drych" in October 1914. We know from that, that Mary married Elias H Jones and went to live to New York.
Mary dies, and in her obituary it speaks of the family she left. This is published in "Y Dinesydd Cymreig" in september 1914 (clearly his brothers worried letter was published too late)
http://newspapers.library.wales/view/4014824/4014827/22/.
The list of family includes William Henry, his brother David. 2 half brothers: it only mentions Robert Hughes, 2 half sisters: Mrs William H. Hughes (we think this is Dorothy) and Miss Edith Hughes.
Sister Margareth: I think she married Ellis Ellis Jones in 1877 and died in 1888, that's why she is not listed in Mary's obituary.
To make the long story short (well at least not that long) I know for sure he had a brother called David. I have already found some descendants still living in Caernarvonshire that knew David had a brother William Henry that came to live to Argentina.
What I can't find is any baptism or any record at all from the births of William, David, Margareth or Mary. My guess is the church where they were baptised are not digitalized yet or I am looking in the wrong places.
Does anyone know if there are records from the St. Rhychwyn church/chapel? Or if there are records from the Peniel Chapel of Trefriw after 1837? (it seems there are no digitalized further that year).
Thank you,
Eduardo