It's really not surprising to find people from the eastern Mediterranean anywhere in Asia over the last thousand years. We know there was a Nestorian Christian community in China in the 13th Century and several of them had diplomatic roles under the Khanate.
See below, but that whole article is worth reading. Did you know there was an official Catholic Archbishop of Beijing in the 14th Century?
https://en.wikipedia.org/wiki/Europeans_in_Medieval_China#Di...
[1] http://www.ekathimerini.com/16146/article/ekathimerini/news/...
And Rome traded directly with China. Each empire was aware of the other. See Kyle Harper's The Fate of Rome for numerous consequences of this (particularly of disease and epidemiology).
Actually during time of first emperor in Asia, we've proof of European DNA present at the sites were terracotta army was made.
Secondly, if you go to north India - you find plenty of people with European features (mostly Greek features to be specific)
People knew about India and if they did come to India, it would have been impossible to not hear about Himalayas.