So, playing as a Zoarastrian ruler at the earliest start date. Look at this map, noting that I am Karen:
Karen is fucked.
Notice how its 21 years after the start date, and both a Tengri and Sunni ruler have formed massive death blobs above and below me. What you can't tell from the picture is that the northern half of my realm, Takistan, was gained in a holy war and still has a large "new administration" penalty on every province cutting levy reinforcement rate by 70%. As such, I've had to rely on mercenary horse archers to fend off the alternating holy wars of the Samanid and invasion from Cumania, paid for by the war reparations from previous wars.
The really sad thing is that there was a turning point where I might have been able to slow the Tengri's death blob. I was about to win a holy war with Cumania and take what was then a third of their land, when I dismissed a merc army because it was two months pay from turning on me. Then a different pagan army came out of nowhere and kicked my ass. If I had won that war (which would have been easy if I hadn't been surprised) I might have been able to get the upper hand on the Tengri and then repeatedly holy war my way to a death blob.
The game isn't over but its only a matter of time. I'm going to go crazy banishing people and hope that the money and mercs can keep me afloat temporarily, but its probably no use. Highlight of this game: me and my wife (who is my half-sister, because don't judge my lifestyle) both loved each other (we were lovers and had 100 relations both ways) and had a long and happy marriage. Except, I turned out I was probably going to have to murder her or lose the game, because she never produced an heir and Zoroastrians have no church to grant divorces. Then, one year before she reached the magic no-kids cutoff point, she had a last minute miracle birth, a single daughter.
tl;dr: Cumania is a funny word if you pronounce it a certain way.