Those to the left and right are victims of the Legionary attack (except if Bridge is in play or victims have Palisade or Wall).
Just to be clear:
1. If the player performing a Legionary action does not have a usable Bridge, the victims are the players to the left and right that do not have a usable Palisade or a usable Wall.
2. If the player performing a Legionary action has a usable Bridge, the victims are all the players that do not have a usable Wall. (In this case, the victims' stockpile is also subject to attack, but that does relate to Domus Aurea.)