I'm not local to the area although have been to Milford Haven a few times on business, have you looked at the idea of a day trip to Rosslare from Pembroke Dock as the ferry passes fairly close to all the tanker/gas berths and I always wondered about doing it.
There is a pair of regular photographers that appear in Coastal Shipping Magazine, Des Davies possibly, I don't know if it's possible to contact them via the magazine as they clearly know some spots!
Good luck, be interesting to see what you come up with.
Andrew