This is probably Far Edge of Darkness (1996)
by Linda Evans.
It certainly matches your description in respect to the cover.
This page offers a somewhat more detailed synopsis than the one on Goodreads:
ALL ROADS LEAD TO ROME
Sibyl Johnson—a graduate student In classical archeology, just this side of her Ph.D., when an anachronism at her dig in Italy causes her career to take a sudden lurch—and suddenly she's a slave in the very society she was studying!
Charlie Flynn—a Miami cop, deep undercover on a Mafia sting operation stumbled onto something he shouldn't have seen, end now he's scheduled for a hit—in the Roman forum. Lagan McKee—once a commando, now a bum, he got caught in a Florida thunderstorm and suddenly he was in Alaska—five years after the storm struck. Now he's slated for a fatal visit to the dark side of Classical Rome.
Three people, all castaways in time, all victims of the same evil hand—all out for vengeance, on the Far Edge of Darkness.
And on the same page is an apparent explanation and apology from the author as to why she never got around to the intended sequel/s:
by Linda Evans
Far Edge of Darkness is the first half of an unfinished story that was meant to continue in Unholy Trinity. Why isn't the story finished I plead a combination of ill health and financial need. Far Edge was originally written before my first professional sale and became my third published novel, after Sleipnir and Time Scout, plus the anthology Bolos 3: The Triumphant. I was editing Far Edge and writing Wagers of Sin (Time Scout #2) when a major illness shattered my health and left me unable to write for three years, with a contract for a major series unfulfilled. Wagers of Sin limped its way into print during this time as I struggled to finish the last third of the book (which I have no memory of writing). Jim Baen and Toni Weisskopf stood by me as I put my life back together, an act of faith and kindness for which I will bless them forever. My health remains fragile, which limits my production speed, as does the day job I must keep to hold onto utterly necessary health insurance. That is where the situation stands at present. I'm committed to the Hell's Gate "Multi-Verse" series with David Weber, which must be my highest priority.
If you have read Far Edge of Darkness and enjoyed it, thank you and please accept my apologies for its unfinished state. (I, too, want to get my literary children off that cliff they're plunging over!) If you haven't read the book yet, I will say this in warning: the book's action is constructed so that every single chapter ends on a cliffhanger, including the last one. If you want "the rest of the story" to exist before you begin reading a book, you'll probably want to skip Far Edge of Darkness. But if you are willing to overlook the lack of an ending to the overall story (there is closure of some major plot threads), you're welcome to step onto the roller coaster. Just hang on, because that last drop is a real dilly...
Apologies and Best Wishes,