Bit of an odd way to look at it. There are arrivals in Cardiff at 0654, 0722, 0757 and 0910. Now, sure, maybe there could be an extra one at approximately 0840. It would have to squeeze in behind the 0648 London Paddington to Carmarthen, and have the 0642 from Frome to Cardiff Central following right behind. There's a risk of a conflict with a freight train if it used platform 1 at Newport and there's also no platform at Cardiff Central available for it to terminate at. An extra service could run just to Severn Tunnel Junction with the service from Frome as the connection, but that'd risk capacity being well short on that one, and wouldn't be much more convenient than just using the through CrossCountry prior.
I'm not sure I can understand why there's a problem with middle two being CrossCountry services as they serve all stations from Cheltenham Spa to Newport. Adding more TfW services probably wouldn't be a priority even if there were crew and units identified for it.