Phiggsbroadband,
Speaking as an Ex AATC - Assistant Range Safety Officer at Pembrey Sands; The beach and immediate sea areas can be dangerous if an aircraft is doing 10 degree Strafe. Which is carried out on a Westerley heading. 27mm or 30mm rounds can ricochet and bounce in the target area and end up on the beach.
Hence the guard huts flying a red flag when in use!
Although I don't think they get the same amount of traffic as when I was there 1982 - 1986. We had Brawdy and Chivenor TWU's, Sea Harriers from Yeovilton and occasional A-10s as most regular customers with the odd Buccaneer, Jaguar or Tornado doing First Run Attacks!
Also a danger to low flying aircraft could be at times, unexploded ordinance and often time expired ordinance is blown-up with plastic explosive by Range Staff. Always best to avoid overflight unless cleared through the Range on their frequency.