I just finished a game as the Phoenicians and I thoroughly enjoyed it. I raized both the Christian and Muslim Holy Cities to see how the new religions would progress. The answer is very slowly. Zoroastrianism doesn't really spread at all, which is a shame, it might have been cool to see it spread to some of the neighbours of Persia, like Russia or Mongolia. The Turks did adopt it for a little while, but only because they conquered Persia, eventually they opted for Hellenism after they had held the former Greek cities for a while. Hellenism spreads like wildfire in the Mediterranean, but no further, curiously many of the later spawning European civs adopted it, but only because they had 1 Hellenic city in the Med region. The Germans adopted it just because they had a city down in the Balkans but nowhere else, and the French adopted it because it was in Marseilles but nowhere else. Eventually much of Northern Europe opted for Buddhism (founded in India as normal).
I would suggest that you give the two new religions a little more spread capability, otherwise there is not much point in having them. For Zorastrianism, the neighbours of Persia should have more of a chance of getting it (Russia, Mongolia, Turkey, maybe even Germany). For Hellenism, the later spawning European civs should get more of a chance of catching it (sort of like a "Renaissance" movement).
Just my 2 cents. Also the USA got Christianity even though noone else adopted it. Is that supposed to happen?