>Try to get her turned onto a real Middle Eastern religion, like Zoroastrianism

Isn't conversion not officially allowed in Zoroastrianism?

Also, how come Zoroastrianism and Coptic Christianity (What about Eastern Orthodox Christianity?) are 'real' Middle Eastern religions but Islam is not?

To the OP
I'm afraid I have to agree you pretty much have no chance. It's really not worth trying because she isn't likely to give up her beliefs for you as you realise.