A very interesting topic, N-C: you'll find the British Israel movement somewhat later, the ideas in Blake's head refer rather to Christ himself having been in Britiain (rather than anything about lost tribes).
Search "Joseph of Arimathea" for some good background and speculation.

There are any number of "traditions" concerning Jesus' travels: India, Egypt, Babylon...Mexico (you name it).
The Bible is of course almost silent on the bulk of Christ's life.
The "Britain" is particularly rich and is linked to Arthurian legends and the Holy Grail stories and the legends concerning Glastonbury.
The core of most is (a) that Joseph of Arimathea (provided Jesus' burial place and is actually in the NT) was connected commercially with the British tin industry (that is at least quite possible) and being very close to Jesus he took him along on a business trip (for want of a better word).
(b) Joseph came after Jesus' crucifixion and resurrection and brought vials of Christ's blood and tears (common enough "relic" claims throughout Europe).
Both are interesting topics.