Maybe you could have them escape and meet up with Joseph, a wealthy and very old Jewish tin merchant, a member of a sect who follow a man who was crucified, like their mother, but then rose from the dead. Having lost everything they knew, they embrace this new belief and become followers of this Jesus. On his deathbed, Joseph gives them a cup for safekeeping that he has kept close to him for almost thirty years.
Four years later, having established a small community of believers among the remnants of the Iceni and other Celtic tribes, and with a few in the "inner circle" who know the secret of The Holy Grail they now guard, they decide to travel to Rome to make contact with other Christians who are rumored to be there. They arrive only to be caught up in the catastrophe of the Great Fire. Among the refugees, they ask about the Christians, hoping to make contact, unaware that Nero has already placed the blame for the disaster on the Christians.
Seized by the frenzied mob, they are arrested and thrown in with hundreds of other Christians to await their fate. And so they end up on crosses in the arena, martyrs to their faith, crucified like their mother.
Or something like that. Whatever.
Jedakk