Your source that said it would be in Ancient Rome might be right too, it might mean that it will be set in Egypt under the (late) Roman Republic. Considering how AC like to use known historical figures, I totally see this game being set in Alexandria under Cleopatra rule (51-12bc), Which means it might be set around…

I’m playing Syndicate right now and watching the opening with Shaun and Rebecca I was like “Man I want that game.”