So hear me out, I've got an idea.
What if the initial Muslim invasions are more brutal to the Zoroastrians, and rather than fleeing to the hated Romans or staying in dangerous Persia, a portion of the Zoroastrian Persians (nobility and their priesthood, and perhaps a few thousand peasants) flee north to the Khazars? Could the Khazars be converted to Zoroastrianism?