Hi Shades. Been away...
Last time I went from Holyhead, I arrived there on the train. The station is sort of built-in to the ferry passenger terminal, so it was natural to walk my bike through to the foot passenger check-in desk. The lady there directed me out to the car check in, and from there I got on the ferry exactly as if I were driving. Blokes in yellow jackets told me where to go, and one nice one stopped the lorry and trailer tug traffic for a moment so that I could cycle through to the front of the lower lorry deck rather than up the steep ramp to the car deck. No problems at all.
At other ferries, I've just cycled up to the car check-in.
No harm in calling into the foot-passenger terminal building to check the procedure if you're worried about it - no-one's going be bothered, and you can have a go with the loos while you're there!
Bike on train: no hassle. Make sure you get tickets for your bike. If you buy the rail and sail deal, tell them you're taking a bike when you book by phone. They should either send you a wad of tickets by post, or you put your credit card in a machine at the station which then spits all the tickets out. You get two copies of each bike ticket, one to go on the bike, and one for you to carry.
The train should have a place to put bikes, usually (but not always) indicated by a bike logo on the door of the carriage. Sometimes, station staff will know which end of the train it'll be at, so if you can find someone to ask, ask at the station. This may save you sprinting along the platform from one end of the train to the other trying to find it.
Some trains only have a couple of spaces for bikes, so book early to make sure you get one.