Did Roman citizens go to Druid ceremonies?
I doubt it, and if they did, they would have done furtively and at great risk to themselves. According to the Roman historian Suetonius, the Emperor Augustus had debarred druids from Roman citizenship -something which would have been highly advantageous to anyone in the empire at that time. Claudius is said to have banned druid ceremonies and rites and Tiberius had also had a lot of different kinds of practices made illegal, including druid ones. According to Pliny, a Roman eques or knight was executed during the reign of Claudius for having had a druid amulet about his person during a lawsuit. I don’t think that a Roman would have been interested in attending any druid rites anyway nor would it have been advisable for them to do so. The Roman religion was also very focused on ancestors – mos maiorum and dis manibus – and a Roman would have in all likelihood not been able to relate to what they saw as an alien and barbarian, if not barbaric, cult not of their own people or ancestry. In later times, this may have been less so, but in the times we’re talking about I think that it might have been a strong factor.
It is important to note that the Romans were not persecuting Celtic religion per se, but rather a specific group within that “religion” and so I don’t think they had a problem with someone praying to Teutates or Nodens, they just had a serious problem with the druids. Perhaps you could compare this to how the Knights Templar were wiped out at the instigation of the King of France, whereas other orders continued to flourish. The Gallo-Roman religion that developed in Gaul during the following centuries seems to bear testimony to the fact that “Celtic” religion of some sort did not die out, but rather continued, albeit syncretised with Roman beliefs and, perhaps, the many other mystery religions and beliefs that were present during the period.
In conclusion, I think that we need to look more closely at the areas where Roman influence was weaker or less oppressive and, as in the case of Ireland, where Roman authority was never imposed.