From what I have read, they are likely both native to the British Isles, and are both subspecies of Narcissus pseudonarcissus. It's a little hard to tell, since Narcissus bulbs were used medicinally by the Celts, and they likely brought their favorite varieties with them when they moved in!

There are two forms of Narcissus pseudonarcissus. One originates in Wales (Tenby daffodil) and one from Gloucestershire (may be called lenten Lily but this term applies to so many plants).

Narcissus pseudonarcissus is our native species of daffodil. It's a highly variable species and has, at various times, been split into 23 different subspecies and wild forms...more because of how intensely it's been studied and cultivated than anything else.

The so-called Tenby Daffodil is one such subspecies - N. pseudonarcissus subsp. obvallaris - whilst, as Bulbaholic says, "Lenten lily" is a not-very useful (given that Daffodils are part of the Amaryllis family rather than the Lily family) generic name is sometimes applied to N. pseudonarcissus.