where are your gloves and your helmet?

Worth noting, the translation convention. When Lucius is in his native time, all written materials are shown as being written in Latin, but the voice actors all speak Japanese. When Lucius is in Japan, the Japanese speak Japanese and Lucius' lines are all spoken in Latin. I cannot vouch for the quality of the Latin because I last took Latin as a subject in eighth grade (Catholic school), but the few lines he speaks in Japan are in Latin as far as I can tell. (He's a little too shocked by everything he sees around him to muster much in the way of words.)