Where Mitchell and Annie were in that scene was out on the barrage itself, right out at the Penarth end on the spur that juts out into the Bristol Channel and shelters the sea locks (which would have been behind M/A where they were standing). If we'd had time for the boat ride across (or the walk around), I'd have taken you there as I love going over to the barrage to watch the sea locks in operation! The Norwegian Church is in Cardiff Bay proper, near the old dry docks (also near where the Beeb's new production studios are being built), but you can walk from the Norwegian Church to where M/A were, through the docks and along the barrage to Penarth. So it isn't the same place, no, but is near it.