Megasthenes
At the beginning of his Indica, he speaks about the older Indians who know about when Dionysus and Hercules arrived in India. This story was very popular during the Alexandrian period. What he says about the religions of the Indians is important. He mentions the devotees of Heracles (Lord Krishna) and Dionysus (Lord Shiva or King Lord Indra). However, he does not mention Buddhists. This could mean that the religion was not well known before Ashoka took power.