The undergraduate ecclesiastical history module I did is waving a red flag at me. This may be fairly irrelevant to your campaign but...
You mention that your merchants are secret christians, but you've set the date at 36AD. Christianity doesn't really exist at this point - Jesus has been dead less than a decade remember. 'Christians' would probably still self-identify as Jews, but be of a reformist tendency within that faith. Also, if I remember correctly, such people will almost certainly be ethnic Jews.
If it's at all important, I can email/pm you more on early Christianity (at least, what I can remember).
You should add a Player notes and Keeprr notes to this 'story'. That would make it a more useful document.