I ain't played Britons yet, but for the Gauls you need the final Temple of Epona. There is a full temple guide in the guide section if I recall, so you can find out for sure there.
Edit - Of course I meant Esus, not Epona (knew it began with E, like many great things).
The temple guide can be found in Ludus Magna section and according to that you need the Sacred Grove of Brigantia.
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