Chepstow Union workhouse was erected in 1838 at the north side of Mounton Road to the south-west of Chepstow. More info on:

http://www.workhouses.org.uk/index.html?Chepstow/Chepstow.shtml

Not sure if Lydney was separate, although there were people from Lydney in the Chepstow Workhouse. I'm sure someone will know!