Things may be bad here, but not that bad!
John Redwood was never the PRIME MINISTER of Wales.
He was the Secretary of State for Wales. This is the post
in the UK Cabinet with responsibility for Welsh matters
and is Head of the UK government in Wales; a government
department called the Welsh Office. The post is appointed
by the UK Prime Minuister, currently John Major.
To have a Welsh Prime Minister we would have to have a
government structure of our own rather than part of the
UK system. This we do not have in Wales ... yet.
Also, John Redwood gave up the post of Secretary of
State for Wales in July when he stood against John Major
for leadership of the British Conservative Party. The
Welsh Office job was then given to another Englishman,
his time one from Yorkshire called William Hague.
Hope this tells you some of what you wanted to know.