They should move to the south.
I have described moving south, but in my opinion it is dead end.
IIRC, in the first round you can not have combat in the region of Italy and Caesar cannot be attacked.
There is no such rule. Yes, Republican forces can't attack, but point is that it is Caesar who is attacking smaller Republican force in ITALY 7.
This lonely legion can't win with Antonius and evasion is not in his favor also.