What's cool about the Highlander concept as an ongoing TV series is that you can set any given episode in any given time period. They relied over much on the flashback method to achieve this...it was cool in the movie, and a great storytelling tool. But it got overused in the series. Duncan's flashbacks would almost always focus on something in the past that related to his struggle in the present. Oh yeah, so-n-so used to rape bitches during the Dark Ages, but now, he's reformed and runs a battered woman's shelter. But when a series of brutal rapes occur, Duncan tracks him down, recalling how similar the current crimes are to this guy's ancient M.O....
And it was almost always like that. Maybe not so much with the bitch-raping...but still.
Maybe have the modern day setting be just one of many time periods the story visits. And as tends to be the trend in TV these days, tell a story arc instead of an episodic deal. Not every episode has to tie into the meta plot, but it would be cool to look at a confrontation in season five and see how this shit was set up all the way back in the third episode or some shit.
And of course, the main storyline would be devoted to setting up the Gathering.
I'd probably throw in other supernatural elements too. Other types of immortals like the occasional vampire lover or enemy. ghosts that may haunt the main character, or even show up to give him some timely advice. Like the ghost of a woman who once was the love of his life. Maybe a sorcerer here and there trying to steal the secret of eternal life. Perhaps a secret cabal of influential mortals that has been in existence for hundreds of years, trying to manipulate the Immortals and the Prize. Like, a more pro-active and slightly more sinister version of the Watchers.
I dunno. I stopped following the series after a while, so maybe they got into exactly that sort of thing.
But make it into a stranger world. Not so much that it steps on the toes of the Highlander concept. But just enough so that every guy he fights isn't necessarily another Immortal.
"You must be proud, bold, pleasant, resolute,
And now and then stab, as occasion serves."
Edward II: Act 2 Scene 1, by Christopher Marlowe