Plenty of opportunities to put the weird in classical battles. Of course the whole Greek angle has been done already, with Harryhausen's work as a major influence, but the Romans have been largely untouched by fantasy for some reason.
I remember reading an Arthurian retelling back when I was but a wee lad, which painted the Picts as hirsute, cannibalistic brutes who more resembled Orcs or Cro Magnon than regular humans. If I recall correct, they also had a shaman who did things to the weather and animals, and it was suggested that Arthur's knights were Roman in origin too.
As part of the origin story I wrote for a halloween monster a mate and I created for a large event years ago, I had it haunting the area roughly covering the western part of the province we live in since before Roman times (Toxandria). This area was also right on the Limes, and Rome had a bit of a hard time getting it under control (and never really did, so they sort of outsourced the task
).
So having the Romans build a large wall to keep the undead out is a concept I really dig. It reminds me of this one Matt Damon movie where he helps defending the Great Wall of China against an alien horde in basically the same scenario. Or perhaps the Wall in Game of Thrones, which also does this, against actual undead no less.
But to have one in a classical Roman setting is pretty dang cool. Please keep us posted!