And no, I don't really remember my Roman history, so this is just like the most cracktastic canon ever in my head.

Ha! That's a very good way of watching the show, I think.

And as for Pullo and Cleopatra, you should see selenak's comment below. I half-wonder whether Cleopatra will try to have Pullo killed -- he's a huge threat to her, so long as he lives.