It is almost certain that the indigenous peoples of Britain had some kind of semi-organized religious leadership. Some kind of nature-worship is not entirely implausible.
Yup they existed. Whether they were anything like the Romans described, well that is up for debate. You might want to look at the Christan Sect that existed before the Holy Roman Church was formed. Groups like the Gnostic's are very interesting, even if they were pretty much gone by the medieval period.
