Cool!
1) Tough and grit can come from both temporary and permanent sources. If you have a move or an advancement that gives you tough or grit, it will either give you a flat out, unconditional bonus or it will give you a conditional bonus (i.e. when you or someone else makes the move).
2) Yep, and 6 advances max for a character too. 4th advance gets you to the really good advances. The lives of characters in the Regiment are often short and brutal, so start thinking of character #2 rather than the one character that does it all.
3) Ancient killing weapons are crude, messy, and up close and personal. So, dice-wise, they should be comparable to modern weapons; but, their ranges will generally be limited to tight or close -- that's where modern firearms will prevail -- at a distance.
A "0d" weapon would be trivial. 1d weapons are a threat; but, probably not, under chaotic circumstances, one-hit lethal -- basically hand-to-hand, knives, etc. 2d weapons could result in serious, life-threatening injury. 3d weapons are lethal -- generally resulting critical injury. 4d+ weapons are often game over. Play with VOF too -- melee combat is probably direct, single combat is probably concentrated; the fray gives messy, incidental fire.
A knife/dagger is quick. A short sword (e.g. gladius) is quick. A broadsword (e.g. spatha) probably isn't. I'd give the gladius 2d, tight, quick and the spatha 3d tight. The Javelin, I'd give 3d close (thrown) expend / 2d tight (melee). A short bow vs. point targets is probably 2d close reload (direct); en masse vs. area targets, 2d close, near, messy (incidental). Full up Roman armor gives 1 tough vs. melee but not vs. gunfire. Modern body armor gives 1 tough vs. gunfire; but, probably not vs. melee weapons -- that's up to you. Note: you can only ever have 1 tough; it doesn't stack (never goes higher). Siege weapons are probably 4d+ and have the reload and terror tags, possibly messy or area too.
So, what happens when they run out of bullets -- gear and supply are finite? I ran a fantasy game with the Regiment and the answer was: magic. I had them do evil shit to appease dark gods. That's how they got more, and other things too... What are you thinking for your game?