The Last Centurion

In an alternate timeline, the Ancient Roman Empire was adrift in stories about Centurion Roranicus. The Brave Centurion. The Lonely Centurion. They said his true love had followed him into battle and been slain, and full of anger, he had cut down the hordes of the Underworld single handedly. They said he was blessed by the gods with immortality, and lived on ambrosia carried to him by wind sprites. They said he was guarding a terrible weapon, and that he would release it at the fall of Rome. And as Rome fell, they stopped saying these things, and all but forgot the Brave Centurion. When his life was rediscovered, he was known to the world by a new name: The Last Centurion. As he guarded the Pandorica and his fiancée from the shadows, time passed, and two thousand years later, we are left with the question -

What on earth did Rory get up to during all that time?