In terms of the description in chapter 6:20-23, Yirmiyahu is most likely describing the Scythians. The mention of where they originate from, the North, meaning the Ukraine, and their distinctive, characteristic weaponry, a unique bow and spear, and that they ride on horseback and part of their cultural/religious behavior is the use of marijuana (קנה בוסם) all point to this.
Your question making a possible connection to Zoroastrianism is not misplaced. But according to what historical record we have, namely Herodotus, the religion of the Scythians preceded Zoroastrianism. So it is possible that there may have been some linguistic link to what would later develop into Zoroastrian belief.
There is a very good article on Wikipedia about the Scythians discussing this under Culture and Society/Religion.
No. If you read that wiki article you linked to, you'll see the word Magi doesn't appear anywhere until the century after Jeremiah.
The meaning of the word magor is given on those verses as meaning fear, or possibly gathering.
Also, I don't know why you state Magi was a deity. They were sorcerers.