Library of Congress subject headings (LCSH) use headings such as Gender identity, Sex role, Sexual ethics, Sex customs, Prostitution and then narrow them by the place or civilization. So Gender identity - Greece or Sex role - Rome -History would be good options. Other possibilities are Rome - Moral conditions, Greece - Moral conditions and Rome - Civilization or Greece -Civilization.
Terms that may be ambiguous in LCSH will have qualifiers such as (Greek mythological figure), (Greek deity), (Roman deity), (Legendary character), (Mythological character) etc. Examples would be Meda, consort of Aegeus, King of Athens (Mythological character), Zeus (Greek deity), Sirens (Mythology), Diana (Roman deity) and Aeneas (Legendary character). Other possible terms include authors, such as Home, Plato, Euripedes, Ovid whose works contain discussions or depictions of gender and sexuality.