Local historian Michael Fearon, in his Story of Filey Through the Centuries (1990) has this to say:-
The Romans were competent seamen and it is reasonable to assume that they were familiar with Filey Bay. There is, however, nothing to substantiate legends associating the Emperor’s Bath, a large rock pool on the Brigg, with the Emperor Constantine!
Bummer. It is such a romantic notion. When I first heard the “legend” after arriving in Filey about ten years ago, I so wanted it to be true.
I set out for an evening walk yesterday, diverting from my intended path because of mist rolling in from the sea. I was drawn to the Emperor’s Bath, aka Emperor’s Pool, which nestles in the Second Doodle at the back of Filey Brigg.
Heavy rain in 1857 caused a slip on Carr Naze which revealed a portion of a wall. The first people to notice this unexpected evidence of human occupation removed some of the stones, finding an earthen vase, human and animal bones and some ornamented shells. A more rigorous excavation was funded by the landowner, the Reverend BROOKE, and this uncovered the five stones that now reside in Crescent Gardens, in their original disposition as foundations for a Roman Signal Station.
Five such towers were built on the east coast about 370 AD, at a time of Pictish incursions from the north and “barbarian” raids from across the sea. Constantine the Great was long gone by then so the notion of him making the journey from York to inspect the outpost at Filey on a warm summer day can indeed be discounted. There is, however, at least one picture of him taking a bath (of sorts).
This is a detail from a Romanesque fresco in Santi Quattro Coronati Church in Rome, showing Constantine being baptized by St Sylvester.
Chronology appears to kill the legend but myths are like pearls. In so many instances they are found to have some grit of reality at their centre.
Enter Constantine III, a career soldier at the sunset of Empire. Following a power struggle in Britannia, in 407 he declared himself the Western Roman Emperor before crossing to Gaul to establish his power base. He locked horns with Honorious, was accepted as co-Emperor in 409, abdicated in 411 and was killed soon afterward. Perhaps one of his last thoughts was of a day at the seaside and a refreshing plunge into a rock pool.
A pedigree on FamilySearch Tree shows Constantine III to be the great-grandson of Constantine the Great, the brother of King Vortigern of Britain and the father of King Uther Pendragon. No shortage of romance there already, even before reaching Arthur and Guinevere. Heading back in time will bring you eventually to Troy.