That's an interesting question (so I'm joining your thought train if that's OK? ) . I'm never sure with Dyna. When I read your sentence I imagine you pointing at the thing you need. I kind of think of Dyna as "that there..." I only really use "dyna" when i'm saying 'na ni/fo/fi ayyb.
With @aran's example for the 5 minutes, if I were to say "that" (without the point) I'd say "hynna ydi'r peth dw i angen". So that, slightly emphatic but without the point in a direction.
(I've no idea if that made sense?)