Yes, these are the sorts of things you only start thinking about in English when thinking about another language
…and the trouble is in English we do swap them around…
But ‘rhaid’ - must - has more of a sense of obligation or compulsion
eg the law says I must drive below the speed limit…
…versus ‘need’ which is a sense of ’wanting something’ but which is more urgent
eg Gosh, I really need milk - I’d better pop to the corner shop before it closes.
In terms of moyn and eisiau…
Dw i’n moyn = I want, on the southern course
Dw i eisiau = I want on the northern course
…and in this sense they are interchangeable.
You’ll notice that the southern version of ‘need’ has the same sort of structure as the ‘rhaid’ sentence…and it is this structure that gives ‘eisiau’ the ‘need’ meaning (lit: there is a want for me to…).
However, if the above reads as gibberish - don’t worry about it - it all falls into place by itself as you go through.