I am not hundred percent certain, but to my knowledge the only amphitheatre recently excavated in Britain is the amphitheatre in Chester (and the inhabitants of that city are not happy to be called Welsh), Wales happens on the other side of the river Dee. :-)).

Having visited the site recently (and got a fantastic tour by the excavator Tony Wilmott). There is indeed evidence that the amphitheatre continued after the end of the official Roman period. It MAY (please note!)have been defended at that point.

There is some evidence that the entrances were blocked in the late period. The church link is a bit more circumstantial.

The oldest church at Chester (St.John) was built just outside the main entrance to the amphitheatre, and there are some rather late finds in the area.

There is also a literary reference that there was a church meeting at the Caer of the legions. Caer means fortress and in this context this could apply to either Caerleon (in South Wales) or Chester (next to North Wales). Both are good candidates for different reasons.

Fact is that the area around Chester and Liverpool has produced and continues to produce evidence for early Christianity and for sub-Roman occupation. But it currently is very hard to put it all into context or indeed link the early Christian evidence with the late occupation.

But watch this space, there is a lot of archaeology going on in the area and there may be changes soon.