If it helps others any, I looked up the Gibbon reference and it appears that this "Mamgo" was allegedly from the 3rd century. There's a conflict between Gibbon's text and the footnotes of the Delphi Classic edition I found online, with Gibbon's account surprisingly more plausible. Gibbon claimed that Mamgo was a prince of a "Scythian" (generic term for Central Asian rather than the actual Scythians) kingdom in eastern Central Asia (he uses the word Sogdiana) and that Mamgo's kingdom was destroyed by the Chinese and Mamgo was forced to flee westwards and take refuge with Ardashir I, the founder of Sassanid Persia. The footnote claims that Mamgo was an offshoot of the Han Dynasty who had fled westwards due to the fall of the Han and ended up in exile in Armenia. The note specifically claims that he fled due to the "fall of Han and rise of Wei," which at least gives a timeframe (Liu Xie/the Xian Emperor's overthrow by Cao Pi and the years preceding and following that, so ~220 CE) and that he was welcomed into Persia by the Sassanid founder Ardashir I (r. 224-242), so the timeline would work, but I think Gibbon's narrative has more of a plausible ring to it, not least of which because I struggle to imagine how you could turn the name of a Han princeling (Liu something) into "Mamgo."

It's also far more plausible that someone could get from Sogdiana (roughly modern Uzbekistan/Tajikistan) to Persia than someone from the imperial court another thousand miles to the east.