Did Catholicism Borrow from Zoroastrianism?

No, the revelation of Christ is not borrowed from other religions. Yet it is true that some religions come very close to basic natural truths about the nature of God and his relationship with the creatures he has made. The Zoroastrian religion is one of these. The magi who came in search of the newborn King of the Jews were priest practitioners of this religion or something like it. So its teachings did dispose them to be open to the good news of the birth of the Savior God of the Most Pure Virgin.