Most British ordnance fuzes were made at Royal Ordnance Factory (R.O.F.) at "Blackburn" this was stamped on Fuzes as BN and included Naval munitions also.
Chorley (CY) was merely the filling station where the pyrotechnic trains were inserted along with any required detonators.
This facility probably still exists but will be under the umbrella of BAE defense systems.
Are there any letters after WD?
...and is the body of the fuze a grey non-magnetic [die]casting?