. . .and the parallel with the Silk Road must be drawn. The Silk Route was clearly longer than either of the sub-Saharan African trade routes, but the physical (if not political) landscape was comparible, having deserts to cross or oceans to sail, etc. So, almost as relevant would be the question, were there any Orientals in the Roman Empire? The Roman Legion may be pushing it a bit, but if any Orientals settled, you never know. And from the Indian sub-continent . . . ?
There were certainly orientals in the empire as there are mentions of ambassadors coming to Rome seeking agreements. If that is your question. Were there orientals in the Legions is another question. Although I haven't found any indication of this it is certainly possible and I would not be shocked if evidence were found. There are some good indications that romans captured at Carrhae ended up in China. With Chinas large population and very clever people it seems likely that some would have come to Rome for one reason or other and of those some fraction joined a legion. The chinese emperors were well aware of the roman empire, it would seem reasonable for them even to have sent some agents to join the legions to send reports back to China. Unfortunately such missions would have been surreptitious any trace would be buried in mountains of ancient imperial scrolls in China.
India would be another case altogether. India was virtually next door in that travel along the silk road was continuous and Alexander had actually reached it with his army. Carthaginians would have been more than capable of reaching it by sea. There were tigers in the arena fights, where did they come from? Who kept them alive and cared for them on their journey from the orient? Were they romans dispatched to collect them or were they more likely to have been brought by Indians looking for gold and silver? It would seem extremely difficult to bring them across desert with a caravan alive. But by ship up the Red Sea across a small stretch of land to the Mediterranean would have been much faster.
New discoveries are being made daily and hopefully we will have better answers to these questions. To the previous question there is Dna evidence of blacks along Hadrian's wall as well as skeletal evidence, this is not conclusive proof that the Dna arrived with the legions but it seems highly likely. We who are fascinated with questions concerning the ancient world are living in a very exciting time.
In case you are not aware a sculptural head was found in Mexico early in the last century that has been identified as Ancient Roman although there was a controversy over how it got there since the experts in those times thought that Romans could not have come to the Americas. However a paper recently published shows a Carthaginian coin with a horse standing above what appears to be a map of the world and an indication of a large land mass on the west side of the Atlantic. When one considers that the Carthaginians were familiar with the Canary Islands and that Columbus used the trade winds starting at the Canaries to reach the Americas. Thor Hayerdahl proved that it was possible reach the Americas from egypt using a papyrus boat copied from the ancient Egyptians also using the Canary islands as a point of reference.