Not perhaps your first choice but we went to Nottingham last year and saw their famous winter display with markets and ice rink. Leicester is only 40 mins away and they have a fabulous covered market and there’s the Watermead park just to the north, which we visited twice on our Summer trip:
Animated displays – Toad of toad Hall, a nativity scene plus Wallace & Gromit
Then off to Wanlip – a long walk around the lakes and endless swims for Toby
The canal runs alongside the park
A tableau – King Lear is supposedly buried under the River Soar . .
And then back via the White Horse at Birstall
Winter skies over the marina . .