You all are forgeting the Axumites.
Axum had a trade network in the 3rd ~4th centuries that extented from Roman Britain to Indo China.
So this Roman State in India would for it's first century or so, would compete with Axum in the Red Sea and Eurthian Oceans trade back to Rome.
So some Roman Merchant [or Group of] desides to establish a Termius in India to promote Roman Trade.
Some Roman Legionaries are recrited to defend the Merchants holding in India, while Roman Marines are hired to defend the Ships.
Some kind of Fighting ensues and the Roman Troops, not only defend the Roman property, but the whole town.
Over the next several years the Roman Element ends up controling the town, with the help of local axullieries.
After the collaspe of Rome, the Indo-Romans tie into the Indian trade Network. and begin spreading into Indonesia.