If I remember correctly Wrexham is derived from 'Recce's (a personal name) ham'. As I'm sure you are aware a great many toponyms in the north-west border area are of English origin. As Welsh speakers become more familiar with the English language the practice of pronouncing 'z' as 's' is becoming less common. Anecdotally my grandfather who was well-educated and quite erudite (a fascination with etymology surprisingly enough) generally or often pronounced 'z' as 's' even though I assume his English to have been otherwise impeccable.
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