As you are aware the Welsh Government require members travelling back from these destinations to quarantine, but the national UK Government does not.
In terms of insurance the only relevant issue is the advice of the FCO and whether they advise against all but essential travel to a destination. The FCO does not advise against travel to these destinations and therefore your members can travel to them and have cover in place for medical emergencies abroad, including those related to Covid-19.
The insurer has advised that a requirement by any Government to quarantine upon return would not be a reason to pay a claim providing the FCO were still permitting travel to the destination. Should any member choose not to travel the insurer would treat this as disinclination to travel and decline the claim.