Kinda my point, this is an odd time period to do this for. Baths: after; Lavinium, before; Cothon, before; Masusoleum of Mauritania, after; Second Temple, before; Dodona, before but as you say you can do some Pyrrhus stuff...It isn't really about wonders in the sense of the seven wonders of the ancient world, but more great and impressive architectural and engineering works.
The thing The Rock is hiding in the first picture is for example (the baths of) Bath, while the second image could be showing the Heroon of Aeneas. Other 'great works' of the period are, for example, the military and civilian Cothon of Carthage, the Royal Mausoleum of Mauritania and Medghacen, the Colossos of Rhodes and Pharos (obviously), the expansion of Dodona, Herod's Temple and parts of Palmyra.
Things like the Colosseum, Pont du Gard and Al-Khazneh are a bit later, but I see no reason why they couldn't be moved up into the games time frame.
There are the two Great Wonders we already have, but this time period in particular is pretty barren compared to just either side of it.