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Inspired a little bit by the WI the Roman Empire hadn't conquered Britannia.

The premise is simply, what if, instead of outright conquest, the Romans supported the creation of a genuine independent state, or subservient state in Britannia. Perhaps to exile an overly popular eastern general, or as a place to send Roman criminals.

Lets say this is the plan from the outset. Having a full Roman province is deemed impractical and overly expensive - but piracy from the Isles in inexcusable. Using the same justification as OTL - the reinstatement of Verica, but with only one legion of 5000 and auxilaries of 15000 (or an army of 20k volunteers) - a quarter of the size of OTL. Instead of it automatically being Aulus Plautius, the offer is made from the outset that this is a one-way ticket. Perhaps it is still taken up be a senator (I can't see why), or more likely a centurion, or otherwise military man.

Even to begin with, could this army establish itself a state in Britannia, and if it is unable to garner additional resources from the Empire - how does it support itself, how does it adapt to its circumstances, and what impact does it have on the Empire itself?

I won't lie, I might be underestimating the resources required, and overestimating the willingness of the Romans to undertake this sort of scheme. But if the Empire isn't bogged down with Britannia - I can see it having a stronger Rhine border, and less costs in the West - enabling some more success in the East, whilst a Romano-Britannic state would have to be more careful in establishing itself.
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