Popularly, the martyrdom of Saint Alban is placed within the persecution of Diocletian (AD 286-303 and at the latter end.) It seems unlikely however that Diocletian's persecution extended to Roman Britain.
Many historians are of the opinion that Alban's martyrdom belongs to the earlier persecutions of AD209 or more probably that of Decius (AD 254). Assuming AD 254 this means that the earliest possible date for Alban's birth would have been around AD 225-230 and for an AD 303 martyrdom, the latest possible date around AD 270.
Tradition holds that he was born in Glastonbury, or West Wales (Gorn-Wales ...Cornwall), served in the Roman Army and returned to Britain. It is assumed that he was aged between 25 and 30 when he returned around AD 250. Even during the Saxon invasions from after AD 400 onwards Glastonbury was not part of the "Saxon Shore" only coming under Saxon rule early in the sixth century.
It follows that Alban was born either a Dumnonian Celt or possibly a Romano-Briton (part Celt, part Roman). In either case he would have been bi-lingual, probably speaking Cornish-Gaelic and Latin. Since there were no Saxon residents in Britain during his lifetime, he would have been extremely unlikely to have spoken Anglo-Saxon.
Alban is usually called the "Proto-martyr" of Britain. However he might best be described as geographically the first martyr in what became known (later) as England, for no other reason than that his martyrdom took place at the town now known as "St. Alban's", just north of London. Alban however, was not Anglo-Saxon and the place of his martyrdom was not populated by Anglo-Saxons, but by the Trinovanti Celts at the time of his martyrdom whether AD 256 or AD 303.
The true Proto-martyr of Britain is Saint Dyfan, martyred circa AD 195 at what is now known at Merthyr Dyfan (Martyr Dyfan) on the southern coast of Wales near what later became a home of famous Hermits. Saint Dyfan served in south-western Wales and West Wales, together with Saint Fagan, as a re-organiser-missioner of the indigenous Church at the behest of Saint Lucan. Also at work in the Church in that area at that time were Saint (Bishop) Elvan and Saint Mydwyn. All four saints are dated as reposing in the AD 185-195 period.
So perhaps the Cornish Gaelic Lord's Prayer,
Benygys re bo dha Hanow
Re dheffodha wlascor
Dha voth re bo gwres
y'n nor kep hag y'n nef
Ro dhyn-ny hedhyu agan bara pup deth-oll
Ha gaf dhyn agan camwyth Kepar del aven-nyny dhe'n
re-na us ow camwul er aga pyn-ny
Ha na wra agan gorra yn temtasyon
Mes delyrf ny dyworth drok
Rag dhyso-jy yu an wlascor,
ha'n gallos, ha'n gordhyans, Bys vyken ha bynary.
may have sounded better in Saint Alban's ears, assuming that anyone had translated it. The Dear knows he was no Saeson - but probably born at the time when the Church was just on two hundred years established in the British Isles.
THE EARLY BRITISH ORTHODOX CHURCH
It is a point worth remembering, when we discuss Christianity in Britain that the Orthodox Church was established here about AD 37-45. Orthodox Tradition is that Saint Aristibule (Aristobulus, one of the Seventy) came to Britain as a Bishop and seems to have had responsibility for Great Britain, Brittany, and Britony. These were Celtic areas which begs the question as to whether Aristibule might have been a Galatian. It seems that Aristibule arrived virtually simultaneously with the Church, thus he is termed "The Apostle of Britain". The Church may have begun at least partly within the Roman town areas. We don't know exactly when or how it "leaked out" into the surrounding indigenous community - just that by AD 170-180, there was an organised, operational indigenous Church, possibly centered in the Bristol-Gloucester-Cardiff area. It lasted as Orthodox for a thousand years.