Larry, I think you are confusing two different incidents:
1) Octavian being shipwrecked in Spain, when he was 17 (mid 40s BC), while Caesar was still alive. I assume the plot in the 1st season episode where Octavian gets kidnapped by barbarians was a nod to this.
2) Octavian's naval battles against Sextus Pompeius (Pompey Magnus's son), who was based in Sicily. This did happen in the 30s BC, between the battles of Philippi and Actium.
Guy