agreed. The situation that lead to the rise of teachers such as Jesus pretty much required the Romans. Its important to note that Jesus was not the only messianic figure teaching at the time, he was just the only to not cause an open revolt disregarding the scuffle at the Temple. In Judaism prophets come to return Judaism to the right path away from idolatry/others in the Temple, foreign donination, or towards a better understanding of the religion.Probably not. Rome had a hand in creating Christianity.
Even if someone like Jesus exists in this new TL the religion they create will be different from the Christianity we know.
The one thing that IMO that could lead to a Christian style faith is that the teachings of the time were pulling towards apocalypticism, with the next Messiah that was either a son of David or son of man. I think a more oppressive Iranian dynasty could give the social circumstances that could cause this feeling. Another thing is that the Jewish population was very large already outside the borders of Israel with Alexandria, Cyrene, Antioch, and Cyprus having a large enough Jewish population for their regions to be totally devastated in the Diaspora Revolt.