I am also researching this family. My paternal grandfather was a Pembroke who emigrated to the United States from Prince Edward Island, Canada. His father and grandfather were in Canada by the early 1800's, reportedly immigrating to Canada from Ireland. But I have no idea where in Ireland. . .
I have also heard that the surname Pembroke originated in Welsh holdings/wordage. A friend in the United Kingdom suggested I read about the Deisi, a class of peoples in ancient and medieval Ireland. Perhaps this would give you further information that would help your research?
My great frustration in researching this surname is that it's often tied to the Earldom of Pembroke, currently held by the 18th earl, William Herbert. It only confuses the research, and leads to frustration.