Since you can dry out then you have lots of options, so here are a few I have used:

Apart from the usual harbours and estuaries, most of the anchorages on the Welsh side are exposed to SW prevailing winds, but you can get protection at Caldey Is or Tenby Roads. Then the next place is behind Worms Head - very snug in a blow, and spectacular at any time

Next one would be Mumbles, then finally off Penarth if you don't want to lock in to Cardiff Bay.

You could also head across to the north Devon/Somerset coast where Combe Martin,Porlock, Minehead and Blue Anchor Bay are fine in SWlies.

In fact, if you were going to make a gentle cruise of it you could do Milf Haven to Lundy, then to one of the Gower Bays, then say Watchet/Blue Anchor/Penarth. From there you can take the tide for HW at Sharpness, or stop off at Portishead before the tricky bit. That would be a series of legs of about 30 miles-ish, which would be just right for each tide without busting a gut

If you have a good enough wind to make against the foul tide, don't forget that further up, the wind over tide effect can kick up a very nasty sea. (You can tell where that is going to happen, because the sea is colour-coded. Brown

)