I don't see any particular reason we have to build Stonehenge in our capital. It's secondary (tertiary?) benefit is to generate a fast +40% cultural defense in the city in which it is built. As an Industrious civ we need < 3 forest chops to build it in a city with 1 hpt, so I see it as a more worthwhile initial project in our 2nd (or maybe better, 3rd) city when we have 2-3 workers to put on the case.
I certainly believe we can have the tech for Stonehenge by that point, and it shouldn't be difficult to pick out a location to found a city that has a few choppable forests. I doubt the AI chops forests towards wonders (or builds wonders extremely early in their capitals) so it's not like we have to be in a tremendous hurry.