Again, a former member, but I can confirm the club is still active (also known as the Haverfordwest Armchair Tacticians and Strategists - HATS). It meets at Haverfordwest Cricket Club from 6pm to 10pm every Wednesday evening.
Games Workshop is popular with the younger members but Peter Pig games have been played by the less young members!
Active on Facebook.
Haverfordwest Gaming Club (https://www.facebook.com/groups/193637116356/)