Posted from the book “Welsh Folklore, Fairy Mythology, Legends and Traditions” - by Wirt Sikes -  (Obtain this full work and many more backups by clicking here!)
A quote from Celtic Sprite: The Welsh equivalent of the Magic or Enchanted Flute often is substituted by a harp for the (to Welsh-men) less familiar instrument. When any instrument is distinctly heard in welsh fairy music it is usually the harp. Sometimes it is a fiddle, but then on close examination it will be discovered that it is a captured mortal who is playing it; the Tylwyth Teg prefer the harp. They play the bugle on specially grand occasions, and there is a case or two on record where the drone of the bagpipes is heard; but it is not doubted that the player is some stray fairy from Scotland or elsewhere over the border.
"The Legend of Iola ap Hugh"
"Mystic origin of an old Welsh Air"
('Ffarwel Ned Pugh')
In the legend of lola ap Hugh, than which no story is more widely known in Wales, the fairy origin of that famous tune 'Ffarwel Ned Pugh' is shown.
It is a legend which suggests the Enchanted Flute fancy in another form, the instrument here being a fiddle, and the victim and player one under fairy control. In its introduction of bread and cheese and candles it smacks heartily of the soil.
In North Wales there is a famous cave which is said to reach from it
s entrance on the hill-side under the Morda, the Ceiriog, and a thousand other streams, under many a league of mountain, marsh and moor, under the almost unf
athomable wells that, though now choked up, once supplied Sycharth, th
e fortress of Glyndwrdwy, all the way to Chirk Castle.
Tradition said that whoever went within five paces of its mouth wou
ld be drawn into it and lost. That the peasants dwelling near it ha
d a thorough respect for this tradition, was proved by the fact that all around the dangerous hole the grass grew as thick and as rank as in the wilds of America or some unapproached ledge of the Alps.
Both men and animals feared the spot: 'A fox, with a pack of hounds in full cry at his tail,' once turned short round on approaching it, 'with his hair al
l bristled and fretted like frostwork with terror,' and ran into the middle of the pack, 'as if anything earthly--even an earthly death--was a relief to his supernatural perturbations.' And the dogs in pursuit of this fox all declined to seize him, on account of the phosphoric smell and gleam of his coat.
Moreover, 'Elias ap Evan, who happened one fair night to stagger just
upon the rim of the forbidden space, was so frightened at what he saw and heard that he arrived at home perfectly sober, 'the only interval of sobriety, morning, noon, or night, Elias had been afflicted with for upwards of twenty years.' Nor ever after that experience-concerning which he was wont to shake his head solemnly, as if he might tell wondrous tales an' he dared--could Elias get tipsy, drink he never so faithfully to that end.
As he himself expressed it, 'His shadow walked steadily before him, that at one time wheeled around him like a pointer over bog and stone.'
One misty Hallow E'en, Iola ap Hugh, the fiddler, determined to
solve the mysteries of the Ogof, or Cave, provided himself with 'an immense q
uantity of bread and cheese and seven pounds of candles,' and ventured in. He never returned; but long, long afterwards, at the twilight of another Hallow E en, an old shepherd was passing that-as he called it--' Land-Maelstrom of Diaboly,' when he heard a faint burst of melody dancing up and down the rocks above the cave.
As he listened, the music gradually 'moulded itself in something like a tune, though it was a tune the shepherd had never heard before.' And it sounded as if it were being played by some jolting fiend, so rugged was its rhythm, so repeated its discordant groans.
Now there appeared at the mouth of the Ogof a figure well known to the shepherd by remembrance. It was dimly visible; but it was lob ap Hugh, one could see that at once. He was capering madly to the music of his own fiddle, with a lantern dangling at his breast. 'Suddenly the moon shone full on the cave's yellow mouth, and the shepherd saw poor lob for a single moment-but it was distinctly and horribly. His face was pale as marble, and his eyes stared fixedly and deathfully, whilst his head dangled loose and unjointed on his shoulders. His arms seemed to keep his fiddlestick in motion without the least sympathy from their master. The shepherd saw him a moment on the verge of the cave, and then, still capering and fiddling, vanish like a shadow from his sight; but the old man was heard to say he seemed as if lob slipped into the cave in a manner quite different from the step of a living and a willing man; 'he was dragged inwards like the smoke up the chimney, or the mist at sunrise.'
Years elapsed 'all hopes and sorrows connected with poor lob had not only passed away, but were nearly forgotten; the old shepherd had long lived in a parish at a considerable distance amongst the hills.
One cold December Sunday evening he and his fellow-parishioners were shivering in their seats as the clerk was beginning to light the church, when a strange burst of music, starting suddenly from beneath the aisle, threw the whole congregation into confusion, and then it passed faintly along to the farther end of the church, and died gradually away till at last it was impossible to distinguish it from the wind that was careering and wailing through almost every pillar of the old church.'
The shepherd immediately recognised this to be the tune Iolo had played at the mouth of the Ogof. The parson of the parish-a connoisseur in music-took it down from the old man's whistling; and to this day, if you go to the cave on Hallow eve and put your ear to the aperture, you may hear the tune 'Ffarwel Ned Pugh' as distinctly as you may hear the waves roar in a sea-shell.
'And it is said that in certain nights in leap-year a star stands opposite the farther end of the cave, and enables you to view all through it and to see lob and its other inmates.'