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What do you classify as a name in this instance? Only the praenomina, or also the nomina gentilia, cognomina and agnomina?

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If only the praenomina, then yes, the pool of available names was extremely limited. The "Ancient Roman" category of Behind the Name is not limited to only the praenomina, though. It includes the nomina gentilia, cognomina and agnomina:

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https://www.behindthename.com/names/usage/ancient-roman (in English)

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Also, most historians place the beginning of the Late Roman period in the 3rd century AD. I take it that you do as well.

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Now, with all of the above in mind: if you ask me, I would say that Lupus was in fact used as a name (albeit a cognomen) before the Late Roman period and therefore belongs in the "Ancient Roman" category of Behind the Name. Examples of bearers from before the start of the Late Roman period (3rd century AD) include:

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• Cornelius Lupus, Roman senator and suffect consul in 42 AD: https://en.wikipedia.org/wiki/Cornelius_Lupus (in English)
• Lucius Cornelius Lentulus Lupus, Roman consul in 156 BC: https://en.wikipedia.org/wiki/Lucius_Cornelius_Lentulus_Lupus_(consul_156_BC) (in English)
• Publius Rutilius Lupus, Roman consul in 90 BC: https://en.wikipedia.org/wiki/Publius_Rutilius_Lupus_(consul) (in English)
• Tiberius Julius Lupus, Roman governor of Egypt from 71 to 73 AD: https://en.wikipedia.org/wiki/Tiberius_Julius_Lupus (in English)

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Also see the attestations by century at http://www.trismegistos.org/name/10222 (in English), which show usage in the centuries BC.