What is the earliest recorded Jewish reference to Zoroaster?

Zarathustra (spelled variously including as Ζωροθρύστης, Ζαθραύστης, Ζωροάστρης, and Ζαράτας, with the different renditions reflecting variations in pronunciation between Persian and Avestan and with Ζωροάστρης reflecting a folk etymology with the Greek word for “star”) was known in Greek literature from the fifth century BCE onward as attested by Xanthus of Lydia, Eudoxus of Cnidus, Theopompus of Chios, Hermodorus of Ephesus, and many other later writers. I’m not sure what you mean by “no one mentioning him” but certainly he was well-known in the Hellenistic world, but largely in relation to the Magi and the astrological arts (with much pseudepigrapha composed under Zoroaster’s name). I’m not sure when the name first appeared in Jewish literature but the Talmud was compiled in Sasanian Babylonia so the rabbis were certainly cognizant of the founder of the religion of the Sasanians.
Darius and Xerxes were contemporary kings who directly affected affairs in Judea. They would be mentioned just as Nebuchadnezzar was mentioned in earlier exilic works. Zarathustra lived in the distant past, belonging to an era prior to David and Solomon in the far-flung region of Bactria. Later Iranians mentioned him frequently in their own liturgical and exegetical works but they did not impose Zoroastrianism like the Sasanians did a millennium later. The Teispids and Achaemenids supported the native Judean cult, so religious influence would have been indirect. You still find “Persian religious elements” here and there, such as Asmodeus in Tobit (< Aešma daēuua in the Avesta), but there was no reason to mention Zarathustra in Jewish biblical writings. And the Hellenistic portrait of “Zoroaster” associated him strongly with astrological divination which was rejected in many early Jewish traditions (such as the Torah and in later Enochic works which regarded it as the evil teaching of the fallen angels). It was in Pythagoreanism and Middle Platonism where Zoroaster was regarded as an ancient philosopher who anticipated Plato, and Sethian gnosticism inherited this positive view of Zoroaster as a revealer of gnosis, as the tractates of the Apocryphon of John and Zostrianos show.