Here are the translations of the sentences. Remeber there are several ways these participles can be translated.

1. The/An astrologer warned Caesar about a terrible omen when he was about to set out for the senate house.
   An astrologer warned Caesar, who was on the point of setting out for the senate house, about a terrible omen.
2. Julia, who was about to marry Marcellus, eloped with a gladiator.
   Julia, when she was about to arry Marcellus, ............
   Julia, on the point of marrying marcellus, .............
3. Hannibal, on the point of capturing Rome, ordered his/the army to stop.
   Hannibal, who was about to capture Rome, .........
   Hannibal, when he was on the point of capturing Rome, ........

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