My plan would be to add a new fireplace in one of the blue spots that needs to be lit to reach fireplace #3 and reduce the amount of time the torch is lit.
Like that, the player would have to light all fireplaces in order and cannot skip any of them
Then, you could put locks on the fireplaces or use jetpack Romans
What do you guys think?

Of course fireplace #2 can also be moved to the other side you always move in a zig-zag
the idea is interesting but i think we need to give it a try with playtesting
playtests are the best way to find out
But first we have to make something to test

I understand there might be too many fireplaces if we go with the "zig-zag" idea, but also if we stick with the fireplace layout by the game we don't have to go to the left side at all since there are no fireplaces there. Furthermore, there is also the death pit which would be useless on the left side...
i think then maybe would make sense to not confuse players with too many fireplaces
put them on obvious visible places so players right away build a path to it
I think what you did is really cool and I also agree with Rubin on the fact that it's Rome so they can be a little bit more elaborate. What I wouldn't do is overdo as you said, since transitions are made just for the next area to load and the previous one to unload and therefore should be kept relatively simple.
I don't think it's overwhelming like it is now and the god rays adds that touch of epicness maybe other levels don't have (I'm pointing those out because I don't think there's anything else ingame like it)
It's elaborate enough for it to be detailed but not overly complicated imo
I saw you added a few objects and collectibles, I'm eager to see an update on that too :^)
On this part I'd probably say the other transitions are a little bit too shallow tbh, especially the ones enclosed in Greece (before the thermae and before the last sector) and Helvetia (before the town part). Others are more elaborate, like in Egypt (the town part before the slide)
Tl;dr I think the style is cool keep up the good work :^)
I actually did not add any objects yet, except that fireplace, just some collectables! However I'm not completely happy with them right now and I'll make a post about them later on definitely