Jesus in the forests of Somerset?
No, of course not! - although he may have visited the South West before his ministry; as Blake describes in his great poem song 'Jerusalem'.
But I have, certainly since age five when I began school and was first told stories from The Bible and showed naturalistic illustrations, felt an inner dissatisfaction and discomfort with the historical context of Jesus in Palestine. I found the Middle Eastern setting to be alien, and unappealing - and have never felt any serious desire to go and visit the Holy Land sites.
By contrast I spontaneously liked the settings for Northern, especially forest, stories of gods and the supernatural - and enjoyed such illustrations, and the general feel of (say) Wagner's Rhinegold opera. This even extends to equivalent places in North America - such as the Hiawatha environment (which is indeed a Christian poem).
CS Lewis felt much the same - and in both our cases this feeling was strong enough to repel us from Christianity for considerable periods. This is interesting, because it may well be such irrational cultural prejudices that prevent some people getting interested in Christianity - they shouldn't make such a difference (if we were serious people), but apparently they sometimes actually do; so it is worth thinking about them.
It would, at least, be reasonable to have accounts of Jesus that did not so heavily emphasise the Middle Eastern angle - or had other backgrounds. This kind of thing was, after all, normal in the past, in ages of greater faith - Shakespeare's plays are an obvious example: for instance one of his most English plays is Midsummer Night's Dream, which is supposed to be in Greece. Medieval religious art usually depict their subjects in the costume and setting of the artist's time and place.
This is yet another way in which the historical emphasis which overwhelmed Christianity from the New Testament 'scholarship' of the early 19th century (originating in the German universities) has been so very damaging to faith.
Yet Christianity is an historical religion - it is (or should be) the establishment of the reality of time as sequential and linear. Jesus was born in a particular time and place; and Christianity depends on there being a before and after the birth, life, death, resurrection and ascension of Jesus.
(This is one reason why mainstream Christian metaphysics - which emphasises strongly that God and ultimate reality is outside-of-time; and that time is merely a kind of temporary illusion of mortal earthly life - is so deeply and seriously mistaken.)
On the other hand, there could be ways of talking about Jesus that simply accept the historical context as true and necessary; and then emphasise the current situation - e.g. in which Jesus is now the on-going ruler of this world, and engages directly with each person via the Holy Ghost. We could jump straight into the everyday life of Christian engagement with these spiritual realities - and these could be discussed in any setting, whether contemporary or ideal or fantasy...
This is, of course, what CS Lewis did so successfully with the Narnia Chronicles; to some extent, he wrote about Jesus and Christianity in an environment which had a powerful spontaneous appeal to him, personally - and it turned-out plenty of other people found this effective too.
Here is a really important role for the Fantasy genre (and another reason why Christian hostility to Fantasy is counter-productive); a way in which the imagination can interact with the Christian essence - in multiple ways, preferably - to make Christianity something that is more spontaneously attractive to more people.
Jesus with his enchanted sword...