1)How are the references to The Roman invasion significant? 2) What purpose is served by having narrative voices inside narrative voices?
The two questions are related. The narrative within the narrative is Marlow talking in the first person about Africa and Kurtz. But that narrative is 'cradled' within the first narrative voice, 3rd person, which never fully goes away ("try to be civil Marlow"), which makes us realize that we spend the entire story--not on the Congo River, but actually on the Thames near London. This is where the 'Roman' reference comes into play. By saying, in the first words from his mouth (at the beginning of the book) that 'This also has been one of the dark places of the earth' Marlow reveals that the 'darkness' is in London and within the European, not really in Africa at all. The dark journey to the heart of Africa sheds light on the dark journey up the Thames to London.
These are two VERY different questions.
The references to the Roman invasion serve several purposes. First, they allow for still more accounts of the horrors (and people dying of disease, etc.). Second, they remind both characters and readers that the continent has been invaded repeatedly. Third, they establish parallels between the (fallen) Roman empire and the British empire.
As for narrative voices within voices, it creates a sense of psychological distance, and gives the impression that we don't really know what's going on there (as well as creating simple variety).
To reply to understanding of the darkness being in England: Notice that the word "also" is used to indicate that the darkness is elsewhere...I would assume then, that the darkness is more universal, and not confined to any one continent or place. The darkness is more omnipresent, making the reference perhaps ambiguous, but also less specific for the reason stated,