There are two story arcs that refer to anchient Rome. Hero side there is the Path of the Dark, which is a front for the nictus. There will be nictus involved in issue 12, nictus with shields no less, just trust me on this.
Villain side, there is the above mentioned cult of the shaper. I think it's likely that they will be involved too.
The third likely plot line involves the fountain of Zeus (although it would be the fountain of Jove to the romans). This was discovered several hundred years earlier by the three Furies (read Web of Arachnos novel) who became incarnates. However it can also be infered that it was discovered at the same time by three evil counterparts: the gorgons. the incarnate Stheno has apeared in CoV, and is the mother of the snakes in the Rogue Isles. I wouldn't be suprised if one of her sisters (Medusa or Eurayle) apears in issue 12, with snake followers.
The forth plot possiblity is time travelers from the present, such as the Council, 5th Column and or Nemisis cropping up.
I think any involvment by the CoT in the Cimmerora story highly unlikely, not only are they supposed to be inactive at this time, they are already an overused and unpopular group.
The 10-20 Midnight Squad missions may well involve the CoT though.
I also think the Midnight Squad will turn out to have very close ties to the Vanguard.
