Here is a picture of the Parthian Empire from between ~250bc to 250ad.
At the very least, there must have been two large cities in the empire, Ctesiphon and Ecbatana.
My knowledge of Parthia is very limited. I thought the empire extended all the way into modern day Ukraine, so that shows you how naive I am on the subject.
I have a few questions to the people more knowledgeable about the Parthian Empire:
Was Zoroastrianism still playing a major role religiously in the region at the time of the Parthian Empire?
If the answer is yes, I seem to remember there being some elemental focus in the religion, especially concerning fire.
Also, what would be the other mythological influences in the region at the time? Is it far fetched to think there would still be belief in Mesopotamian myths?
Work should be pretty slow tonight, so I am going to delve into some study of the Parthians, it will probably serve me two fold anyway. BTW, I just bought a gigantic illustrated book of world mythologies, so maybe we can draw some inspiration from there as well
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P.S. keep in mind it is well within our powers to take liberties concerning the nation, but I would rather not contradict their beliefs, an example being adding woad raiders or Couatls etc.