i haven't watched this yet, and it's number 3000 in my watch later list so it could be a while, but this argument generally ignores the orphics. while it's certainly far from impossible that christianity integrated eastern ideas (which were popular in rome at the time), it's really actually not necessary to take ideas out of the greek world - they're all there. it kind of breaks occam's razor. doesn't mean it's wrong. it just means that the conventional idea of christianity developing out of jewish-greek-egyptian syncretism is powerful enough on it's own to explain everything that's usually brought up in the discussion.
and, that itself has an explanation.
rewind back to a long time ago, somewhere around the black sea. interestingly, one can find fish statues in this region that are rather similar to the ones that are found in sumeria a little bit later, indicating a likely homeland. and, scattered out in every direction from this locus, you start seeing sunwheels and horse bones. some of these people moved east, and eventually split into two groups: indians and persians. both mixed with existing indigenous populations. some of them moved west, and eventually south into greece. these people were called thracians, and were said to have had similar religious practices to the persians and indians - because they were, in fact, the same people, separated merely by different migration paths.
the orphics became very important in greece. they were the base upon which pythagoras built his cult, which laid the groundwork for the platonic academies, of which we get the hellenistic part of the synthesis. for that reason, we don't truly need to draw this connection.
but, that doesn't mean it isn't relevant, anyways.
https://www.youtube.com/watch?v=fgvRF8xRcyE