I'd go with Anglo-Saxons > England > British, after all, why not? I'd be a historically coherent and immersive English path.
Are we certain it’s Modern? Even though it was represented as industrial in previous editions, ideally, it should be Exploration. But yes, Oxford University would also work as the British wonder to represent their scientific achievements during the height of the empire.I do wonder about Oxford University. It was an Industrial Era wonder in Civ 6, and if they base it off of the foundations of the modern Royal Society and the first museum located in the U.K. they could easily tie it into being British.
But you are right about Big Ben, and I would associate that more with the British than Oxford. Exploration Age England will need a wonder.