Your lists are growing into a really useful resource - congratulations!
Part 1:
Penrhyn Slate Quarry - I believe there are two water balance headgears extant on site: the well known and conserved one and a second unconserved less well known one partly surrounded by waste tips. Alternative sources seem to name them as Lord and as Edward or as Sebastapol and Princess May. Can Gwynedd based aditnow members confirm which names are correct and which applies to each headgear?
There are currently two headgears listed under Lewis Merthyr, both stated to be at Hetty Shaft. This entry accidentally amgamates two separate mines with a total of three surviving headgears. There are two headgears (both listed grade II*) at the Lewis Merthyr Colliery site (Bertie Shaft and Trevor Shaft) which is the site open to the public as Rhondda Heritage Park. There is one headgear (listed grade I) at the Hetty Shaft of Tymawr Colliery (which was integrated into Lewis Merthyr Colliery in the late 1950s and henceforth termed "Tymawr / Lewis Merthyr") which, although owned by Rhondda Heritage Park, is not regularly open to the public. So all three are preserved but only two are part of a museum site that is open regularly to the public.
The two Penallta Colliery headgears are at no.1 Shaft and at no.2 Shaft.
Bersham Colliery headgear is part of Bersham Colliery Mining Museum. This headgear is at no.2 Shaft.
The two Cefn Coed Colliery headgears are at no.1 Shaft and at no.2 Shaft.
Tower Colliery headgear is at no.4 shaft.
Part 2:
At Big Pit National Coal Museum Blaenafon, as well as the in-situ headgear listed in Table 1, there is a re-erected mid C19 water balance headgear from Brynpwllog Pit near Rhymney, the last intact survivor of the large number of such headgears that once existed in the north east part of the south Wales coalfield. As this re-erected headgear is a full size one (and operated in the same way as the Penrhyn Quarry headgears listed in Part 1), it will be worth adding to Part 2.
You query whether the Llywernog headgear was created for the museum. I can confirm that it was indeed created for the museum as a generic representation of a typical C19 metal mine wooden headgear.
Hope this information is useful!