Timeline
Caligula wasn't born until 12 AD, therefore he couldn't interact with Marcellus, who crucified Jesus Christ in 1
AD.
What do you mean? Marcellus crucified a child Jesus?? Jesus is purported to have been crucified between CE 28-CE 33, and could only have been an infant or even a toddler (had he been born in 4 BCE as is quite possible).
Caligula was born 31 August, CE 12, and was assassinated on 24 January CE 42.
If Marcellus was maybe around 35 when he participated in Jesus' crucifixion in CE 33, he would have been maybe around 45 when Caligula was murdered.
However, the film has Marcellus and Diana being executed by Caligula some time before Caligula's death, while they were still relatively young. But the point is that they both could have had interaction with Caligula within the stipulated timeline.