What did emperors look like?

[Nathan Ross]

don't fully understand the need for the North European colouring in some of them

Augustus is described as having 'subflavum' ('blondish'?) hair, but 'his complexion was between dark and fair' (Suetonius, Augustus, 79) - so he probably shouldn't be quite as pale and golden as portrayed here. Nero, in fact, is reported (by Suetonius again) as having 'subflavo capillo' too, rather than the dark brown in the reconstruction. I can't find a source for Caligula's colouring, except that he was prematurely balding and very touchy about it... he does seem a bit too Germanic-looking here.

Kleopatra was surprising though, a very Aegean face. It's hard to associate it with her reputation.

If you mean her 'reputation' from the movies, then it is very different! But she was a Ptolemy, and so supposedly 'pure' Macedonian (or at least would have appeared that way). It's a shame the depiction didn't try for the distinctive braided hairstyle though.