Zoroaster is a Meaningful Name.He may be a descendant of the historical Zoroaster, who founded the Persian religion of Zoroastrianism. As such, he could easily fit into the Sons Of Mithras' conspiracy.
Zoroaster is part Arab.His exact country of descent is unknown, but he's been stated to be a Half Breed. So, because his skin color seems to match up to that general region, this troper postulates that he's Middle-Eastern.
The elderly Go player is none other than Leonardo.His appearance in the cave that his childhood-self visited, in "The Tower", seemingly backs this up. "Time is a river."
Leo is The Turk.This works on the same lines as the above WMG.
Riario is the pope's son, as opposed to his nephew.Rule of Drama makes it quite likely that the Holy Creeper would have an unknown child. (Yes, we're calling him "Holy Creeper", now. We're attempting to warrant a Fan Nickname trope. Just go with it.)
Zoroaster is the estranged son of The Turk.Within the context of the series, it's somewhat possible.
The brother of the Holy Creeper has gathered info against him, in an effort to depose him.His imprisonment is not just for leverage against Lucrezia, and is also because of his opposition to his brother. The reason why Sixtus has not yet killed him is because he is still useful to him.
Da Vinci's Demons takes place in the same universe as True Detective.While hardly unique to either series, both feature secret societies/cults that hold the circular nature of time to be central to their tenets; The Sons of Mithras preach that time is a river which flows in many directions, including circles, and the Yellow King cult preaches "time is a flat circle". Based on this incredibly flimsy evidence, I submit that the Yellow King cult of True Detective is a degenerate remnant of an evil offshoot of the Sons of Mithras.