For those wanting to read more about the struggle that went in to trying to save Hendy Lido, there is Steve Lloyd-Janes journal.
Nobody could have tried harder to save this pool, but Carmarthenshire Council stonewalled all efforts.
I believe this leaves only one public open air pool in the whole of Wales: the Brynaman one, although there are hopes for the restoration of the Ynysangharad Pool
This link lists the closed lidos of Wales: