It's hard to believe also because I can't imagine why Persian speaking Zoroaster would read Hebrew or even be interested in Judasim. Go figure. Also, how in the world did Zoroaster get a hold of a Bible? Can you think of an alternative on how Zoroaster got hold of the story of Daniel? Travel wasn't so easy in those days, even from Israel up to Persia.
In Babylon, Daniel was known as Belthshazzar.