On pg. 508, fn. 36 I mention the view of Kenneth Jackson that early Latin loanwords into Celtic accurately reflect the distinction between Latin long and short a and in this regard would preserve evidence for a distinction that the direct Romance tradition never maintains. But reading Loporcaro's masterful essay in the Cambridge History of the Romance Languages has made me realize that I did not cite the crucial evidence and that even that is not very clear. Loporcaro argues convincingly that short vowels were lengthened in stressed open syllables quite early in the proto-Romance period (which means that the rest of fn. 36 also needs some revision). Hence the cited pair MW caws, OIr. cáisse 'cheese' from Latin cāseus vs. OIr. clann 'family' from Lat. planta is not conclusive evidence for the preservation—a fact which Jackson was well aware of. What is needed to make the case would be instances of old loans with accented short a in an open syllable represented with a Celtic short a and conversely loans with a long a in a closed syllable represented with a Celtic long a. Off the top of my head I don't know of any examples of the latter sort, but Russell 1984 cited W ffa < faba and gradd < gradus as examples of the former type. These, however, are far from sealing the deal. Note that Irish has grád (o, n. Wb. etc.) with Open Syllable Lengthening and the fairly inexplicable seib for faba (s for f is normal in early loans but the e, which Thurneysen derived from a British pl. *feib < *fabī, is problematic since the word is feminine in British). More research required.
Update: Anders points out the case of Welsh mawrth 'March; Tuesday' <— Lat. ma:rt-. So it is pretty clear that long a in a closed syllables was still distinctive at the time of the Celtic borrowings. Irish has márta 'March' which the DIL suggest might be a reinterpreted genitive of an i-stem Máirt < Ma:rtius, apparently not actually attested in the meaning March. NYC guy has inspired me to replace the bean picture with a true old world variety, fava beans.