I like the idea, but I don't think the POD would really work. Many large mammal animal species and subspecies were driven to extinction within the bounds of the Roman Empire, mostly because the Romans were really gung-ho about rounding up those animals and making them fight gladiators or each other (venatio). A small number of wild North African elephants roaming Italy as a visual reminder of Rome's most hated foe? They're not going to last long. Certainly not longer than their cousins in North Africa, whom the Romans wiped out.
But you could go with the Romans adopting domesticated elephant breeding programs - perhaps as beasts of war, perhaps as beasts of burden, perhaps both. This could lead to widespread use of elephants in the Roman Empire (although climate might keep them out of northern Gaul, Britain, etc.) and, maybe, wild strains could break off at some point and roam the hills of Iberia or Thrace. If the Romans use elephants throughout the heyday of their empire, post-Roman cultures would probably follow suit. And the North African elephant would still be alive today and called something else.