I've encountered this problem, too, though I still have the Kingdom of Mercia on my map, albeit in a few places.
What happened for me was thus;
Entered the forest, got to the end of the path, but nothing happened - went to the border and clicked 'Leave the Area' - was brought back to the map screen. Now, whenever I attempt to access Snotingaham, I get the same message as the OP.
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