Weren't the wise men of the east thought to be Zoroastrian? There must have been some connection between them and Judaism. Imagine getting on horses or camels and travelling 2 years to pay homage to a baby. They knew what was up and who they were going to see. And there was no earthly way to send information other than to physically carry it overland. Some how they got the word and mounted up for a very treacherous journey.
Likely Persians/Chaldeans following in the steps laid by Daniel's time there. Chaldean and "magician" came to be synonymous for a time, hence "magi"? Tom Holland would enlighten...
