Today the term the Marches, or the Welsh Marches, is used loosely to describe those parts of English counties which lie on the border between England and Wales; in particular, it is used to describe parts of Shropshire and Herefordshire.
Historically, however, the Welsh Marches were those areas which were under the control of powerful Marcher Lords appointed by the English King to keep the Welsh in check. The Marches, therefore, included not only lands on the Anglo-Welsh border but also areas of Glamorganshire, Carmarthenshire, and Pembrokeshire. The most renowned Marcher Lords include the earls of Chester, Gloucester, Hereford, Pembroke, and Shrewsbury. Welsh Marcher fortresses include Chirk Castle, at Chirk, near Wrexham, and Whittington Castle in north Shropshire. The Google map below shows the location of Chirk, which is in Wales, although the border with the English county of Shropshire is just to the south.
(The term Scottish Marches was used to describe the areas adjacent to the Anglo-Scottish border. However, as Nat, whose family own the 'marcher fortress', is described as 'half a bloody Welshman' (p.88), and is the son of the Duchess of Flintshire, we may assume that the fictional fortress referred to is in the Welsh Marches.)