It's actually in England, although funnily enough the part of England it's in is called Cumbria, which has the same origin as the Welsh for Wales "Cymru". So it's sort of in Wales, just not the Wales that we call Wales in English.
Anyway it's Old English torr, Middle Welsh penn, and Danish hoh. And like many British place names the pronunciation is not what you would expect at all at first glance. It's "tra-pen-uh"