The Romans did not embrace Christianity until after the period when they were in Caledonia. Rather than one god, they believed in many, each of which they would pray to and offer gifts or sacrifices for a specific purpose. The Romans also believed that some animals had special powers that they would try to harness through creating sculptures or images of them.
The class could research the many Roman Gods and their specific roles. Using images of the statues, they could create their own model. Pupils could discuss our attitudes towards animals today. Do we believe they have special powers? There could also be discussion around religious beliefs and customs - images of deities for example. Pupils could locate the area of Caledonia on a map and consider how the statue ended up in the river!