Well, the original Gladiator had the memorable Juba character as a fellow slave-gladiator in North Africa. Unlike American Southerners, Romans practiced a highly diverse and inclusive form of slavery
Personally, I would find it quite odd to cast Denzel as a prominent Roman senator or general, as historically the number of patrician sub-saharan Africans was probably zero. Macbeth was already an odd casting choice imo. Maybe they could get away with it if his character is similar to Juba, but perhaps started as a trader rather than a slave?