This is a rare Haplogroup indeed. The fact that E-M123* does not even have a name tells me that this Haplogroup hasn't even been studied yet. But no worries, E-M123 may be really rare but that lineage is only your direct ancestor's lineage; fathers, father's, father's......... side of the family. I suppose we can start with Ftdna, I noticed that yes there are some people scattered around the Mediterranean whom are also E-M123*, are these guys on Ftdna? The E-M123 page moderators I would imagine would know the answer. I'm wondering if your E-M123* cousins Ydna can be tested by the Molecular Clock. The Molecular Clock can determine when you two shared a common direct ancestor.
Thracians and Neolithic European Ancestries are both very plausible hypothesis at this point, however ultimately what all of the E-M123* individuals have in common is that predomately all of them have direct origins that were historically apart of Rome. Witch leads to a hypothasis that I'm adding as a scenario; since the Ydna is spread out so super thin. If every E-M123* individuals have the same common ancestor that lived 2,000 ybp 200+or-, could the common ancestor be in the Roman military; Auxillary or Legionnaire?
At this point these are only educated guesses since the Ydna EM123* hasn't been studied yet. Unfortunately we need more samples in order to get a better idea. But a Molecular clock is a start to finding at least some answers. ^_^ good luck
https://en.m.wikipedia.org/wiki/Molecular_clock
https://en.m.wikipedia.org/wiki/Hapl...ugaCabrera2005
http://www.eupedia.com/europe/Haplog...DNA.shtml#M123