Roman culture for converted CK2 game
Solution 1:
So, what is your situation? You played CK2 as Byzantium and conquered most of the Roman Empire, but did not reform it?
There are two ways to reform the Roman Empire in EU4.
1) Reform it in CK2 and transfer the save, you should then immediately start as the Roman Empire in EU4.
2) Fulfill all the objectives described here. Then you can reform the Roman Empire by decision, which also changes your primary culture to Roman as well as all provinces of your primary culture to roman.
Regarding the Anglo-Saxon. I believe, Anglo-Saxon only belongs to the lost culture group, if it was part of the roman empire. As the anglo-saxon provinces belonged to England, they were converted to the British culture group. Or a patch changed it, as it makes sense that anglo-saxon is a british culture.