The Avesta arrived to Germany in the 1850s and Nietzsche was actually a professor of philology and not of philosophy. So he knew perfectly well WHY he chose Zarathushtra was his character Zarathustra, as he also later confessed in his book "Ecce Homo". Zarathushtra was the inventor of ethics, according to Zarathushtra. There is nothing deeper than "play" according to both Zarathushtra and Nietzsche.
If we see the universe and all of existence as a tangle of such
non-directed and interrelated, we can develop a playful child's
attitude - the child that Nietzsche described as the third stage
(after the camel and the lion) in "Also sprach Zarathustra". And since
life is an open-end process, I like to think of Zoroastrianism as the
religion of creative openness. Creating stimulating environments for
like-minded people is far better than accepting things as they are. So
I say that DEFEATISM is the opposite to Zoroastrianism.