Factual error: At the beginning of this episode, Pompey and Cato talk about the battle against 'the Illyrian pirates'. There were no 'Illyrian pirates' in Pompey's days. Those pirates had already been wiped out during the Illyrian Wars of 229 and 219 BC. The pirates Pompey did fight were from Cilicia, in the south of present-day Turkey.
Factual error: In this episode they make comments on how traitors will go to Pluto, meaning it in the sense that they will end up in hell. Pluto was not equal to hell; everyone who died went to Pluto.
Answer: According to wikipedia, Pompey's children are all from his third wife, Mucia Tertia. Julia is his fourth wife. See: http://en.wikipedia.org/wiki/Pompey#Marriages_and_offspring.
Myridon