Legions operating together in Britain?

[Frank]

Do we have any proof that they acted as individual Legions or that they acted / joined together together as a larger Battle Group?

All commanders of legions (legati legionis) or auxilia/ala reported to the Governor of the province, the Legatus Augusti pro consule. At least until the province Britannia was splitted.

Afaik, the Legatus in southwest England, who did not follow orders during Boudicas campaign was forced to suicide later, as usual for cowards.