Having holdover Roman Governors running the show would be quite cool. It might explain why Boudica's revolt burned London (Londinium) to the ground. Note that Colchester was the official capital of Roman Britain (he says reading the wiki entry). The otherwise nonsensical Roman invasion of Britain may have been explicable by a desire to pre-emptively strike at the werewolf population on these isles.
The notion of having outlying subfiefs pleases me. Brighton has been a sinpit since the time of the Prince Regent. Beneath its white icing Victorian facades are all kinds of freaks, misfits, and drug addicts. I was once so pleased to meet a simple drunk homeless guy in Brighton that I gave him a fiver.
Bristol, on the far side of the country, is a port town, and I don't really know what you would want to put in there.
Wiltshire and Gloucestershire/Oxfordshire are a warren of bunkers and shadowy government installations, set amid the rolling green fields.
Further north you have the large cities of Manchester and Liverpool, but they are not as venerable as Newcastle and York. york in particular had a viking settlement.