Two winters ago I saw one several times just north of Highworth, on the A4361, in the first mile on the right hand side after leaving the final roundabout at the bottom of the hill. I subsequently heard of several sightings over peoples gardens who live off of St Michaels Avenue in the same town, one of which was sat on someone's fence panel. Whether it is still in the area I do not know.
Slightly further afield but easier for sightings and parking is on and around the B4000, near Membury services, just over into the Oxfordshire border. On more than one occasion I have seen three or four at any one time near there.
I had also heard of the Marlborough sighting you mention, and of another near Bincknoll, south east of Swindon. The latter I went to several times but saw nothing.
On Sunday two were seen at Bassett.
And do not forget from later this month the Osprey's will be passing through this area, sometimes they stop at Coate Water or Cotswold Water Park. Obviously you will need plenty of lady luck to see them but some have:
Good luck and share what you see.