I would assume the Turks, Huns, Persians, Chinese, Indians and others are not part of the Empire. Some have no conflict because of their remoteness and trade. Others are rivals.
Part of my question was inclined toward who are the Empires fighting. Likely those people would not participate in gladiatorial combat with their enemies. It's all speculation since the broader alternate history is not known.
Different empires jockeying for power did still have diplomatic ties, even back then. If you look at the Olympics as a rough modern analogy, it is feasible that enemy nations/empires would participate in a world-wide gladiator spectacle.
With RRG's alternate timeline, we are basically in medieval times, meaning the dark ages did not transpire as they did in real history, and while the world is still a very violent and brutal place, the Roman Empire would be a very different place than we remember it prior to its demise.
- very much a work in progress...