Is it known that the Magi came from Persia?
Isaiah 60:6 points to Sheba as a possibility (which is East of Bethlehem):
The multitude of camels shall cover thee, the dromedaries of Midian and Ephah; all they from Sheba shall come: they shall bring gold and incense; and they shall shew forth the praises of the LORD.
Magi is a Persian word... Daniel is a very familiar prophet to the Persians... a sixth century Mosaic in the church of the Nativity (I know it probably isn’t an accurate site) showed the Wise men in Persian clothes...I can not be sure, but I think they were the Persian school of Magi