Recently I have been indexing parish records which are supposedly located in Northumberland, England but are actually in counties located in Wales. How can they be moved to the counties in Wales where they were located?
UK, England, Northumberland—Nonconformist Church Records, 1613–1920 [Part B]
The directions tell us: "Index all birth, baptism, christening, marriage, death, and burial records, regardless of the county where the record originates."
So, you don't need to worry about the fact that the film contains records from various sources.
I have indexed the information as shown in the records but what troubles me is that someone searching for Welsh ancestors is not going to expect to search records that are listed as being in Northumberland County, England to find them. Is there a way the records can be correctly listed under the locations in Wales?
The purpose of making an index is getting researchers to records.
The project title is not a search parameter at familysearch.org. Researchers typically use one or more names, a date range, and a general location.
Also, record hints are created from indexed records which are about 98.5% accurate.
There's nothing to be troubled about. Indexing is a very powerful tool - records are located no matter what they else they were stored with, or filmed with.