Fun little tidbit: the word "loanword" itself is a sub-type of a loanword, a calque, which is a word-by-word translation from a word in a different language. It was brought to English from the German "Lehnwort".
Loans generally follow the grammar of the host language. English has a plural, it doesn't have a dative.
Well, a dative marked by morphology, that is, outside of "him/her/whom", instead it's done by word order. Take "The smith gave the miller the hammer", "the miller" is dative, "the hammer" is accusative, you can't say "The smith gave the hammer the miller".
Also "of a thousand ani" is genitive, marking of that is done with "of" or "'s".
As to plural form: English has a gazillion of those: Caboose, cabeese (yay Ablaut!), box, boxen, etc. Some Latin doesn't hurt.
If you wanted to be less wrong, but still try to look smart, you could use octopodes, since it's of Greek root. But in any case, it's an English word, and thus is Octopuses.