I wonder if the unexpected large vote for Brexit in Wales despite to low number of immigrants in Wales has to do with the fairly large number English immigration into Wales over the last couple of decades. The Brexit vote in Wales might more be a vote for lower number of immigrants into England which in turn will drive down the number of English immigrants into Wales.
There is no "despite". The rural English areas that voted for Leave or tend to vote Ukip have, by and large, substantially lower numbers of immigrants compared to other areas. Take, for instance, Tendring/Clacton, a Ukip stronghold in Essex. There are no EU migrants in Tendring (in 2011, 95% of its population was White British and just a little over one per cent White Other), but there is a high level of deprivation and disaffection. In fact it's officially home to the most deprived area in England, which is east Jaywick.
Likewise, the most neglected areas of Wales voted to overwhelmingly Leave. Not saying being out of EU would make them better off, but that was the voting pattern. West Wales has actually been named the poorest region in of Northern Europe. If you google "poorest and richest regions of the EU", you can also see that 9 out of 10 most poorest regions of north-western Europe are situated in the UK. And all of them (apart from NI) voted leave, most of them by a large margin.