EUREKA - Roman army troops

[Praefectusclassis]

Something to do with being a small publishing company

If they told you that, it's BS. Brill is a stock exchange listed publishing company.

The three volumes I envisage will be in A4 format, 80 gsm gloss paper, and with plenty of colour illustrations and maps. Like Connolly's book or Warry in style.

There may be your problem. Your aiming for a very narrow market which is interested in the nuts and bolts of the Roman army. Yes, they're here, but even here, there won't be that many people willing to shell out for a three volume book which with such productions standards is inevitably going to be expensive. That's not a prospect too many publishers jump at.

And self-publishing? FYI with the production values you mentioned, you're looking at just print costs for a small run reaching five digits (in euros) easily.

You don't need those production values anyway. If your book is as good as you say it is, it needs to be read by those evil academics you've been raging at. They don't need pretty pictures.
If you want it to be read, reduce your core argument to a book of 300 pages with all the references it needs. Pitch it to a specialist prof or two, get a glowing review & then go back to Brill. That'll get it on academic library bookshelves, which is where it needs to be. Maybe get your PhD as well.
If you then get good reviews, spice it up, add lots of anecdotes and get any illustrations you can get for free and offer it as a popular version to Phil Sidnell of Pen & Sword.