Actually, some forms of Zoroastrianism still survive, as a very small sect in India, where most of the remaining practitioners of that faith fled, only to be pursued, later on, by Muslims.
But one form did survive in the Middle East, with the Kurds. Yazidism, as now practiced among some ethnic Kurds, is based in large part on Zoroastrianism, and has considerable to do with the endless persecution that Kurds endure at the hands of both Shi’ite and Sunni Muslims. In fact, the Yazidi Kurds defend their religious preferences so strongly, that most of the Islamic sects are deathly afraid of them.
Peshmerga are not just a vigilante militia. They are really motivated.
The Indian sect are the Parsees of whom Kipling wrote, correct?