I'm fairly certain they call him "Octavian" throughout the season (he's Octavian on the website). I'll listen out later when I watch another episode. You're quite right they could have done the change - maybe the brilliant town cryer could have done it, or Octavian himself: "Hail, Gaius Octavius, and what news of Caesar's will?" "That's Gaius Julius Caesar Octavianus to you, matey." Or something like that.

Nor are they hiring me, sigh...