@RogueTraderEnthusiast : The idea of an Arthurian messiah is certainly an interesting one. I think like my hypothesised "Irish Christian Wicca", it has the issue that any significant text is going to be super Christian based. Going back to Monmouth, we see Arthur not as having any inherent powers (in many ways he is quite pathetic compared to many of the figures of whom his legend is inspired) instead being directly drawn from the Christian God (like needing to go get the holy grail).
More of a problem is that there became quite quickly a variety of Arthur stori s which don't paint him in the best light. From raping his half sister, to chasing married women, spurning his bastard and sometimes being defeated by chastising priests for his rowdy behaviour are all things that happen in various regional retellings of Arthur. Whilst in the modern light we can certainly condemn aspects of Mohammed (e.g. The whole pedophillia thing is very uncomfortable), it was at least considered acceptable in its time. Arthur however was so popular for many BECAUSE he was a flawed figure, rather than a figure to necessarily revere like we would a messiah.
Well, a Messiah AFAIK, doesn't need to be perfect - just a promised leader. (I won't lie, I don't know the source of the idea of the Once and Future King, and I damn well hope it isn't the book of the same name). We just have Jesus so tied to the idea that we forget a Messiah is not infallible by default.
I don't think having some Christian base is an issue. I've been working on an Abrahamic assumption, so Christanity is a useful jumping off point for that. Plus, his flaws are what make him perfect for a religion interested in Paragons. - He starts off flawed, and is flawed, but still does great things. Whilst Jesus could be used as the ultimate paragon,, Arthur is a perfect example of a great hero who tried to aspire to an ideal. (Which really depends on which version of Arthur you go with). Plus, some of his flaws could discarded as falsehoods when everything is codified.
If we go with the Pre-Galfridian Arthur (probably the best choice for building a faith involving the bloke), then whilst Jesus is a Paragon of Piety, Arthur becomes a Paragon of Valour. Which opens the door for other figures to be adopted for other traits.
The problem is, in a formalised version of such a faith - what about the Saints. Having the Saints as Paragons wouldn't be different enough for the OP for me - but you could have Paragons have Followers/Adherents. Essentially, people who followed their path. So Jesus would have more than a few Followers in the Saints, but then Arthurian Followers could include Lancelot (if that character ever came to be), or (more than likely), Warrior-Kings that come after Arthur (I do like the idea, butterflies permitting, of an alt-1453 Constantine XI being enshrined in Britain as a Follower of Arthur).
But like your 2&2 Danu-Yahweh Mother-Father suggestion, someone Hero-Worshipping Arthur to an excessive degree, but also being a Priest isn't impossible IMO. Giving Arthurian Legends as part of his sermons? Not impossible either, especially if he feels his congregation needs stories of bravery.