That's what happens when one doesn't study the academic sources for the restored pronunciation or isn't a skilled phonetician.
Totally incorrect on both counts, I'm afraid ^_^ I'm one of the least suitable targets around to direct this kind of comments at. Probably half the PDFs on my PC are academic sources on phonetics, and two thirds of these have something to do with Latin.
What you're saying might not be an exact [ɲ], but it's certainly palatal and not a [ŋ]. Your language has no /ŋ/ as a phoneme so you cannot claim any native language advantage in producing it. What you produce is not Allen's [ŋn] - it's one sound, and there's no tongue-teeth contact required to make an [n]. That one sound is not [ŋ] either because, again, it's clearly palatal (as a Russian I know palatal when I hear it), so [ɲ] is as good a description as any. Palatalised velar nasal? I don't think there's an IPA for that - in fact linguists struggle to pinpoint the articulation of Romance palatals, especially of the lateral (Italian gli).
Here's how
a single initial [ŋ] sounds (make sure to check several languages). It's plain to hear that these lack the palatal articulation in your recording.
I've already mentioned an example word where a word-initial [ɲ] can be heard - Italian
gnocchi. Here's an example before /a/:
Lombard & Venetian gnaro. And here it is
in Polish. Will anybody claim that Godmy's recording is not closer to that than to the Southeast Asian/Amerindian sound?
More important for this discussion is that the initial g- had disappeared from ordinary speech by the classical period, as even Allen notes. You didn't say /gnaeus/ any more than you said /gnātus/ or /gnōtus/. That's not to imply that nobody did so, but the impression one may get that GNAEVS was spelt with a G more often than the other two words, therefore it was pronounced with it more often, is a false one. It was normally spelt CN, and when one wanted to look archaic while spelling it out, they'd spell CNAEVS with a C. I don't imagine you'd recommend a spelling pronunciation for that.
What I said could be (in some instances) taken as a diphthong as there is often an initial release and in the same time it is what Sidney suggest might have been happening [ŋn].
What you're saying makes no sense to me. Vowels have no release, consonants do. What can be initial about a dipthong I don't have a clue either. You seem to be talking about the vowels -ae- and the consonants gn- in the same sentence at the same time and I can't tell where one starts and the other begins. Any way, your pronunciation very obviously has no dipthong, the first syllable is light/open and ends in /a/.