AHC: Keep Orphism Around

Orphism is one of the many mystery cults that grew up around aspects of ancient Greek religion, and is by far one of my favorites. bit more info here -> https://en.wikipedia.org/wiki/Orphism_(religion)

While the difficulties of keeping any proper mystery cults extant are known--fairly insular, usually not proselytizing--I want you, if you should so choose, to create a scenario in which Orphism exists into the modern era, or at least past 1000 AD. Obviously, it doesn't have to be in exactly the same form, but the same basic elements should exist; a veneration of Dionysus in the Zagreus form, as well as of Orpheus and Zeus, and a belief in transmigration.
 
If the cult could follow Alexander the Great into India it seems like it could 'easily' make some interesting synthesis with Buddhism
 
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