He was in Iceland and judging by the way the columns are bent, it might be here,https://glacialexperience.is/the-spectacular-studlagil-canyon-the-gem-of-east-iceland/
//The first episode is called Volcano Worlds. Professor Brian Cox travels to Iceland where he uses the Icelandic geology to explain the volcanic planets of the solar system like Venus,//
Dave 10:01 yes the show was in Iceland and I suspected that may be the case for these rocks but it also had a very British weather feeling so I wondered if they were in UK somewhere.