The limited appeal is definitely a problem for mystery cults - some like Mithras are only for men or women or a specific class or profession, etc., and then you have ones like the Eleusinian Mysteries that have a wide appeal but are location-specific. This is why I say that the best contender might be a mystery cult that adopts reforms to give it a wider appeal, like the Mithraic Mysteries simplifying their whole process and somehow allowing participation by women, either by letting them in outright or incorporating another figure that women can worship (like I suggested, possibly a popular cult goddess like Isis). And maybe instead of the cult just being for soldiers, every man who joins, regardless of class, is a soldier of Mithras? I'm just using Mithras as an example, it could be another one of them also... and as for why we always talk about Mithraism, I can't speak to its actual level of historical prominence, but it seems to me like one of those things that could just be cool and interesting disproportionately to how important it is.
Picking up a philosophical element along the way shouldn't be difficult, it seems to me, and I do agree that it needs a philosophical element, though at the same time it can't be too philosophical. A lot of the movements around at the time like the Neopythagoreans and Hermetics were probably too esoteric for mainstream appeal, and while Neoplatonism can certainly be incorporated into a religion's philosophy (as it was for Christianity, and as Julian tried to do for the mystery cults) it's not charismatic enough to stand as a religion by itself.
I can definitely see some sort of Gnostic/Zoroastrian dualistic religion with Buddhist elements existing alongside(?) Zoroastrianism and Buddhism and spreading beyond. Buddhism but more theistic and dualistic, maybe, or Zoroastrianism with its ethnic elements pared down in the same way that Christianity did for Judaism.