As i said, the Arab sea was known to Romans at the time.
During some peacefull period, why didin't Roman bothered to explore East African coast, wcih is more easy tha for Vikings to settle Vyneland.
Yuu can re-stock easily.
Africa is rich in minerals,trees, slaves,animals.
For begginig a couple of thousands troops would be enough for the coastline.
After initial success, it would be more profitable to seriously start colonization.
There was no powers of kingdoms to stand in their way, so the military part would be very easy