I guess Vorenus' death was only a dream. As was the murder of Gaius Julius, nicknamed Caesar.
Vorenus never died on the show. He was seriously wounded but he was still alive and seemed to be improving at the end of the finale episode. As for Julius Caesar, my guess is that the film will pick up where the show's finale left off so there will be no issue there.
From the article,
Series stars Kevin McKidd (Lucius Vorenus) and Ray Stevenson (Titus Pullo) will likely sign onto the movie, which picks up in Germany four years after the series ended.