No, Cheddar Man and his people predated the megaliths by 3,000 years. The builders of Stonehenge have a pretty solid remains and DNA profile and we know that they migrated from Anatolia. Also almost certainly intermarried with the descendants of Cheddar Man and Company, but they were literally Caucasian.
Of course the megaliths werent just Stonehenge, and there probably was a period where you could find two distinct ethnic groups both enjoying raising huge rocks into neat patterns.