I was able to do it. (well, i cheated. at 1000AD my missionary failed to spread religion in Kiev, so i added another one with WB)
So. Settle instead Bordeaux on Salt 2N, and chop 2 trees for galley, settle in Ireland and London. (on Epic speed you be just in time, with Bordeaux you can miss 1-2 turn and lost game). After capture Milan - move all your forces to Brest spot, they will stay with you after Roman spawn. I declared war to Rome (fliped city). Since my pack of Oathworns moce twice fast - i was able avoid Legions and capture Milan and Rome(!), after some time made peace for Rome as tribute with Romans)) And captured back from independent city in France. When settled city in Iberia and got 2UHV. Then fortify troops with woodman on hill with forest, so you can heal, while Rome will attack you (i killed 20 legion in 1st attempt, but reloaded and made peace to keep more troops alive). Then just wait for Rome collapse, and opportunity to capture city with religion). I got 1 city in Scotland (London got automatically Catholicism), 1 in Ireland. 1 in Norse (viking didn't found any more cites for some reason till 1000AD), 2 in France 2 in Spain, 2 in HRE, independet Budin, and 2 to Rus (last one was Kiev there i cheated). As you can see - i got Rome. You need city on continent, coz babrs longships will beat you. I was able to send 4 missionary from Ireland but it cost me 4 galley.
Good news - Scotland will not flip. Also you can settle at Brest area or free space in Germany/Denmark or Poland to spread religion. Settle, spread, and let barbs take them
Or. I settle Reykjavik, i forgot about it. Its also in historical area, bwt
UPD. Look like only in my game was BUG with my cites on continent switching to independent then Rome spawn?

and i was forced move to Ireland to early?