I was watching an episode of Cynefin on S4C clic and I came across a word I can’t find in my dictionary - ynddo. Can someone tell me what it means?

It’s basically the same as “yn” when it means “in” (i.e. not just particle linking a verbnoun, noun or adjective), but with an inflection for the third person masculine singular.
A lot of prepositions in Welsh have inflected endings when used with pronouns. The pronoun, this case “fo” or “fe” is implied by the inflected ending so “ynddo” on its own means “in it” or “in him”.