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The sides aren't vulnerable, as the men on the side and rear flanks would simply face in those directions to form a complete testudo when needed.
There are also no gaps in the testudo, other than the front (or sides and rear) where those soldiers peer outwards, which is only vulnerable from nearby enemy aiming at that gap firing directly head on.
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if you see the pix, there are still gaps between the shields, where the head is (front and rear rank), and the feet. this would be all the more true as arrows start thunking down.
basically, against foot archers this wouldn't be so bad- testudo offers enough protection for the legionaries to close in, first with pilum and then with sword. but against horse archers, this is more problematic, as the romans on foot are going have a devil of a time catching up to horse archers doing cantabrian circles/parthian shots.
that was one of the weaknesses of an infantry-based army; some adaptations needed to be made. in the eastern roman empire, where the romans faced off against cavalry-based armies, the romans soon adapted this style of warfare as well, as seen in the appearance of roman cataphracts by the 2nd century.