It seems odd that I always need to look for distant poor yield tiles away from my city and future development when placing these most notable of districts. One of the key elements is that they have no adjacencies, thus they are better off detached.

Instead, if a Holy Site acted a bit more like a Common District, it make sense to use more premium real estate for their construction. For instance, cut the innate bonuses of faith/influence/stability in half, but give a 33% increase per adjacent district.

Cultural Wonders could instead actually count as one or more district types for adjacency, or give flat bonuses per adjacent district.

Actually Cultural Wonders want distant, high yield tiles, because they exploit all resources in a range of 1.  I do agree it would be better if you got some bonuses for adjacent districts.  Maybe Influence for Cultural Wonders and Stability for Holy Sites.

I think it would be better to split the difference somehow. Provide adjacency bonuses, but also some penalties for being too urbanized... if that makes sense.

So to an extent it makes sense that wonders and holy sites shouldn't just be smashed into the middle of a blob of districts like everything else, but at the same time, they shouldn't be almost exclusively targeted at "sterile terrain" far away from cities.
Perhaps construction costs could be adjusted the further away it is from an administrative center?
And the further away from administrative centers the more faith it generates?

Or maybe if connected to city center (by districts) it gives bonus A, and if disconnected it gives bonus B?

Your last iteration on the problem is a really satisfying one. :)

Hope the devs see this.