I would leave Praetorian Cohort in, it was realistic for them to be on a campaign.
Letting the SPQR have them makes sense; they were personal bodyguards and the only cohorts allowed into Rome The Urban Cohorts were factual, but unlike their RTW "uber-status", they were more like upgraded Town Watch and their primary purpose was as a paramilitary police force.

If you really want to get rid of ahistoric units, you need to replace Egypt entirely
The naming, yes, the faction itself, probably not. So Egypt becomes the Ptolemaic's, yes?

I was under the impression that Naked Fanatics were realistic
Based loosely on the Gaesatae, apparent mercs hired by the Gallic tribes. So having them as a merc spear unit available in the CisAlpine region would be at least in the ballpark