What Happens After Actium?

In Escape we're told for Antony and their family, which I think puts lie to the idea that she's consistently working against him by this stage. The plan is that they have some ships built on the Red Sea and they escape on them towards India,. But this fleet was burnt by Malchus, the king of the Nabataean Arabs who like a lot of those Eastern monarchs is trying to play for Octavian's favor.