From my point of view, I can't say what definately did or did not happen back then, there is far too little evidence. What I can say is that the situation was complicated - the Roman's destroying the druids, which presumably extended to the local representatives, whilst Romanising other more local deities, but even this often seemed to involve "bringing them in" - note the construction of the Bowes fort over the site of a Celtic temple/shrine, same at Brough.

I also think there is a growing body of evidence that suggests many of the "gods" revered by the Celts appear to have started life in earlier times and that what we are seeing is a continuation of practice in many places rather than the establishment of new ones for the Celtic period.

It may not be the henges that are being subjigated, it may be the sacred area that caused the Bronze Age peoples to built their henges here, the same sacred area that caused the celts to have their shrines here.