[wideawake]

There is no documented historical evidence to support the notion that any Roman unit got "lost" and wandered as far as northern China.

However there is historical evidence that the Norsemen/ Kievan Rus recruited by the Byzantines to serve as muscle wandered very far and wide.

[Wonder Warthog]

"There is no documented historical evidence to support the notion that any Roman unit got "lost" and wandered as far as northern China."

Not "lost", but I seem to recall reading somewhere that one of the Roman emperors told one of his legions "march to the eastern sea", and they took off east. Never heard from again.