When can I build Legionary Cavalry?

[Shieldmaiden]

BTW, in vesion 1.0, Marian Reforms were not required as far as I can remember.

I think your mistaken, perhaps your thinking of the pre-Marius Praetorian Cohorts bug in 1.0? Romans don't have any pre-Marius Heavy Cavalry, only Light Cavalry (Equites).

Also, Marian Reforms are individual or collective for Roman factions? I mean, if I trigger the Marius reforms, will the Scipii benefit as well?

Marian Reforms effect all Roman factions, so yes.