] Were there travelling circuses in 1814? Did they have wild beasts? Would they have paraded through the streets of Bath?

It seems so, although I don't think they were called circuses as such. Wombwell's Travelling Menagerie is one example. In 1810 he set off touring the country with a surprising collection of animals, which included boa constrictors, and eventually elephants and bengal tigers. Wombwell is credited with breeding the first lion to be born in captivity in Britain.

There's a lot about him online, but this site is a reasonable starting point:

I'm putting a link to another site which shows how the Travelling Menageries of the late eighteenth and early nineteenth centuries merged with the Georgian and later Victorian travelling fairs and eventually turned into the travelling circuses which still tour England to this day. One comes every year and sets up in a field around the corner from my house.

Thanks for asking such an interesting question and giving me an excuse to research it all! I'd heard of Wombwell already, but I've found out so much more.