Here is the [Rashidun Caliphate] (https://i.imgur.com/D4NfYGK.png), here is the [Umayyad Caliphate] (https://i.imgur.com/kuL0WwA.png), and here is the [Abbasid Caliphate] (https://i.imgur.com/JxKYZFY.png).
In each of these three pictures, there a sliver of a country at the Northwest of Iran on the southern edge of the Caspian Sea. My guess would be that country was a place of refuge for Zoroastrians chose to flee when the armies of Islam conquered Persia, but frankly I have no idea nor can I seem to find anything about it.
You're on the right track. They weren't so much "a place of refuge for Zoroastrians" as they were a place of holdout for members of the powerful noble families of the Sasanian Empire, members of the martial elite who refused to submit to the invaders and convert. The most famous of these, the militarily formidable Karin family, faced a (costly) defeat by the Rashidun in Afghanistan in the mid-7th century, and after that variously paid tribute to and/or declared independence from the Caliph, and held out until the mid-9th century, on the eastern edge of the Caspian sea (the family appears to have maintained some prominence into the 11th century).
The "sliver" you speak of is called Tabaristan or Mazandaran, and one way or another became the seat of power of the Bavandid dynasty around the time of the invasion, which would eventually convert to Islam in the 9th century and continue to rule the area into the 14th (!) century. If you look at a topological map of Iran, it might become a bit more obvious why this "sliver" persisted - it's guarded by a mountain range to the south.
The Iranica articles I have linked to are pretty thorough and cover most of the material that is known about these families, in case you are curious to know more about them, but I take from your question that you were mostly curious about their identity.