Well here’s a fascinating article by Robert Sepehr.

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“The Medes were people of Indo-Iranian (Aryan) origin who inhabited the western and north-western portions of present-day Iran. By the 6th century BC (prior to the Persian invasion) the Medes has established an empire that stretched from Aran (the modern-day Republic of Azerbaijan) to Central Asia and Afghanistan. Today’s population of the western part of the Iranian Plateau (including many Persian-speakers, Kurds and Azeris) consider themselves their descendants.

Apart from a few personal names, the original Aryan language of the Medes is almost entirely unknown, but it was most likely similar to the Avesta and Scythian languages (photo-Indo-European/Iranian). Herodotus mentions that” “The Medes had exactly the same equipment as the Persians; and indeed the dress common to both is not so much Persian as Median”.

Eventually, the older tribes of Aryan Iran lost their district character and amalgamated into one people, the Iranians. In Arabic texts, as in the Greco-Roman tradition, Zoroaster is the “founder” of the Magicians, Arabic ‘Majusya’. There are many views on the timeline for Zoroaster’s life. The traditional Zoroastrian date for Zarathustra’s birth and ministry is around 600 BC Green sources placed him as early as 6000 BC. Zoroaster spoke of duality and ceasing balance at the end of time; his goal, was to show humans their connection to one source of light and consciousness. According to the Zend Avesta, the sacred book of Zoroastrianism, Zoroaster was born in Azerbaijan, in northern Persia.

A Magus was a Zoroastrian astrologer-priest from ancient Persia, and was also referred to as a sorcerer or wizard. The terms magic and magician derive from the word “magus”. The English term may also refer to a shaman. The Greek word is attested from the 5th century B.C., as a direct loan from the Old Persian “magus”.

Professor of Chinese at the University of Pennsylvania, Victor H. Mair, provides archaeological and linguistic evidence suggesting that the Chinese “wu” (shaman; witch, wizard; magician) was also loanword from Old Persian magus “magician; magi”:

The recent discovery at an early Chou site of two figurines with unmistakably Caucasoid or Europoid features is startling prima facie evidence of East- West interaction during the first half of the first millennium Before Current Era. It is especially investing that one of the figurines bears on the top of his head the clearly incised graph (cross with potents) which identifies him as a “wu” (shaman; witch, wizard; magician).

The Aryan, or Indo-European, root appears to have expressed power or ability. This meaning continued, e.g. in Greek “mekhos” (see mechanics) and in Germanic magan (English may), magts (English might, the expression “might and magic”). The original significance of the name for Median priests, thus, seems to have been “the powerful”. The modern Persian “Mobed” derived from an Old Persian compound magu-pati “lord priest”.

The plural “Magi” entered the English language ca. 1200, referring to the Magi mentioned in Matthew 2:1. The singular following only considerably later, in late 14th century, when it was borrowed from Old French in the meaning magician together with magic.

In Farsi, Magi is ‘meguceen’, which meaning “Fire Worshipper”, and it is the origin of the word “magician”. While, in Herodotus, “Magos” refers to either an ethnically Aryan member of one of the tribes/peoples (ethnous) of the Medes, or to one of the Persian priest  who could interpret dreams, it could also be used for any enchanter wizard.

In Hellenism, “Magos” started to be used as an adjective, meaning “magical”, as in magas techne “ars magica” (e.g. used by Philostratus). Sources from before the Hellenistic period include Xenophon, who had first-hand experience  at the Persian Achaemenid court. In his early 4th century BC Cyropaedia, Xenophon depicts the Magicians as authorities for all religious matters, and imagines the Magicians were responsible for the education of the emperor-to-be.

According to to Robert Charles Zaehner, author of the book, The Dawn and Twilight of Zoroastrianism:

We hear the Magi not only in Persia, Parthia, Bactria, Chorasmia, Aria, Media, and among the Sakas, but also in non-Iranian lands like Samaria and Egypt. Their influence was also widespread throughout Asia Minor. It is, therefore, quite likely that the sacerdotal caste of the Magi was distinct from the Median tribe of the same name.”

Extracts from the book Occult Secrets of Vril (chapter 7: Magicians)