On the Cave of the Nymphs:

After the same manner the Persians, mystically signifying the descent of the soul into an inferior nature and its ascent into the intelligible world, initiate the priest or mystic in a place which they denominate a cave. For according to Eubulus, Zoroaster first of all among the neighboring mountains of Persia, consecrated a natural cave, florid and watered with fountains, in honour of Mithras the father of all things: a cave in the opinion of Zoroaster being a resemblance of the world fabricated by Mithras. But the things contained in the cavern, being disposed by certain intervals according to symmetry and order, were symbols of the elements and climates of the world. We find too that after Zoroaster it was usual with others to perform initiatory rites in caves and dens, whether natural or artificial.

... It remains, therefore, to investigate either the secret meaning of those who first instituted this cave, according to the poets' description; or what occult signification Homer himself intended to convey, if it is nothing more than a fiction of his own inventing. Since then, the present cave in an eminent degree is a symbol and image of the world, as Numenius and his familiar Cronius affirm, it is necessary, in order to elucidate the reason of the position of the gates, to observe that there are two extremities in the heavens; viz. the winter-solstice, than which no part of heaven is nearer to the south; and ht summer-solstice which is situated next to the north. But the summer tropic, that is, the solstitial circle is in Cancer, and the winter tropic in Capricorn. And since Cancer is the nearest to the earth, it is deservedly attributed to the moon, which is itself proximate to the earth. But since the southern pole by its great distance is inconspicuous to us, Capricorn is ascribed to Saturn, who is the highest and most remote of all the planets. Again, the signs from Cancer to Capricorn are situated in the following order; the first is Leo called by astrologers the house of the sun; afterwards Virgo, or the house of Mercury; Libra of Venus; Scorpius of Mars; Sagittarius of Jupiter; and Capricornus or the house of Saturn. But from Capricorn in an inverse order, Sagittarius is attributed to Saturn; Pisces to Jupiter; Aries to Mars; Taurus to Venus; Gemini to Mercury; and last of all Cancer to the Moon. From among the number of these theologists consider Cancer and Capricorn as the two ports; Plato calls them two gates. Of these, they affirm that Cancer is the gate through which souls descend, but Capricorn that through which they ascend, and exchange a material for a divine condition of being. Cancer is, indeed, northern and adapted to descend: but Capricorn, is southern, and accommodated to ascent. And, indeed, the gates of the cave which look to the north are with great propriety said to be pervious to the descent of men: but the southern gates are not the avenues of the gods, but of souls ascending to the gods. On this account the poet does not say it is the passage of the gods, but of immortals; which appellation is also common to our souls, whether in their whole essence or from some particular and most excellent part only they are denominated immortal. It is reported that Parmenides mentions these two ports in his book, concerning the nature of things: as likewise that they were not unknown to the Egyptians and Romans. For the Romans celebrate their saturnalia when the sun is in Capricorn, and during this festivity the servants wear the shoes of those who are fee, and all things are distributed among them in common; the legislator intimating by this ceremony, that those who are servants at present, by the condition of their birth, will be hereafter liberated by the Saturnalian feast, and by the house attributed to Saturn, i.e. Capricorn; when reviving in that sign, and being divested of the material garments of generation, they return to their pristine felicity, and to the fountain of life. But since the path beginning from Capricorn is retrograde, and pertains to descent; hence the origin of the word Januarius or January from Janua, a gate, which is the space of time measured by the sun while, returning from Capricorn towards the east, he directs his course to the northern parts. But with the Egyptians the beginning of the year is not Aquarius, as among the Romans, but Cancer. For the star Sothis (Sirius) borders on Cancer, which star the Greeks denominate (Greek word) or the Dog. When this star rises they celebrate the calends of the month, which begins their year; because this is the place of the heavens where generation commences, by which the world subsists. On this account the doors of the Homeric cavern are not dedicated to the east and west, nor to the equinoctial signs, Aries and Libra, but to he north and south, and particularly to those ports or celestial signs which are the nearest of all to these quarters of the world: and this because the present cave is sacred to souls, and to nymphs the divinities of waters. But these places are particularly adapted either to souls descending into generation, or to such as are separating from it. On this account they assigned a place congruous to Mithras, near the equinoctial; and hence he bears the sword of Aries, because this animal is martial, and the sign of Mars: he is likewise carried in the Bull, the sign of Venus; because the Bull as well as Venus is the ruler of generation. But Mithras is placed near the equinoctial circle, comprehending the northern parts on his right, and the southern on his left hand. Likewise to the southern hemisphere they added the south, because it is hot, and to the northern hemisphere, the north, on account of the coldness of the wind in that quarter.

On Abstinence

Book IV, 16:

Among the Persians, indeed, those who are wise in divine concerns, and worship divinity, are called Magi: for this is the signification of Magus, in the Persian tongue. But so great and so venerable are these men though to be by the Persians, that Darius, the son of Hystaspes, had among other things this engraved on his tomb, that he had been the master of the Magi. They are likewise divided into three genera, as we are informed by Eubulus, who wrote the history of Mithra, in a treatise consisting of many books. In this work he says, that the first and most learned class of the Magi neither eat nor slay any thing animated, but adhere to the ancient abstinence from animals. The second class use some animals indeed [for food], but do not slay any that are tame. Nor do those of the third class, similarly with other men, lay their hands on all animals. For the dogma with all of them which ranks as the first is this, that there is a transmigration of souls; and this they also appear to indicate in the mysteries of Mithra. For these mysteries, obscurely signifying our having something in common with brutes, they are accustomed to call us by the names of different animals. Thus they denominate the males who participate in the same mysteries lions, but the females lionesses, and those who are ministrant to these rites crows. With respect to their fathers also, they adopt the same mode. For these are denominated by them eagles and hawks. And he who is initiated in the Leontic mysteries, is invested with all-various forms of animals; of which particulars, Pallas, in his treatise concerning Mithra, assigning the cause, says, that it is the common opinion that these things are to be referred to the circle of the zodiac, but that truly and accurately speaking, they obscurely signify something pertaining to human souls, which, according to the Persians, are invested with bodies of all-various forms. For the Latins also, says Eubulus, call some men, in their tongue, boars and scorpions, lizards, and blackbirds. After the same manner likewise the Persians denominate the gods the demiurgic causes of these: for they call Diana a she-wolf; but the sun, a bull, a lion, a dragon and a hawk; and Hecate, a horse, a bull, a lioness, and a dog.

Life of Pythagoras, 6:

As to his knowledge, it is said that he learned the mathematical sciences from the Egyptians, Chaldeans, and Phoenicians; for of old the Egyptians excelled in geometry, the Phoenicians in numbers and proportions, and the Chaldeans in astronomical theorems, divine rites, and worship of the gods; other secrets concerned the course of life he received and learned from the Magi.

Life of Pythagoras,11-12:

...Then Pythagoras visited the Egyptians, the Arabians, the Chaldeans and the Hebrews, from whom he acquired expertise in the interpretation of dreams, and acquired the use of frankincense in the worship of divinities.

In Egypt he lived with the priests, and learned the language and wisdom of the Egyptians, and their three kinds of letters, the epistolographic, the hieroglyphic, and symbolic, whereof one imitates the common way of speaking, while others express the sense of allegory and parable. In Arabia he conferred with the king. In Babylon he associated with the other Chaldeans, especially attaching himself to Zaratus, by whom he was purified from the pollutions of his past life, and taught the things from which a virtuous man ought to be free. Likewise he heard lectures about Nature, and the principles of wholes. It was from his stay among these foreigners that Pythagoras acquired the greater part of his wisdom.