King Darius III defeated fled Persia
The Scythians fell by the river Jaxartes
There is a fundamental problem with these lines, but I will only touch on that briefly. You will say "who cares" or "it's the bigger picture that matters" or "lyrics are not important to me", and that's fine. But picture a song about WWII that has the Battle of Stalingrad take place after the Battle of Berlin. Yes, it's that big of a chronological fuckup, and yes, it matters to people who are into this history. You can choose not to care, but just appreciate this. Please.
Anyway, the question I will talk about today is one you should be asking yourselves. If there is a king Darius III, who were Darius I and II? The name Darius is actually Persian and is the Latinised form of Old Persian Darayavahush, meaning "upholding the good". Darius I (522-486 BCE) was one of the most significant kings in all Persian history and is sometimes called Darius the Great. He essentially re-conquered the Persian Empire founded by Cyrus the Great (559-529 BCE) and stablisied it by introducing widespread administrative reforms that survived the Persian Empire by centuries. He also conquered some new territories, but is known as the king responsible for the campaign that ended in a Persian defeat at the Battle of Marathon (490 BCE). He also founded the city of Persepolis.
Darius II (423-404 BCE) was one of the Persian kings of lesser significance. He is best remembered for the fact he initiated Persian involvement in the Pelopponesian War. You can tell the Greek bias in the historical tradition here, also because he is described in the Greek sources as a king reigning in a period of decadence in which the women and eunuchs of the harem weakened the power of the empire through intrigues and Byzantine schemes. If this were really so, the empire wouldn't have lasted for another 100 years.
There are a few details known about Darius III (336-330 BCE), but his only historical significance is that he was the adversary of Alexander. There are a handful of documents from his reign, but they don't really tell us many interesting things.
You may wonder whether there was a Darius IV. Strictly speaking there wasn't, because (to put it simply), the Persian Empire ended with Alexander. But there was a kingdom in Persia after Alexander's death that retained local control. We know very little about these Persian kings. Most of our knowledge comes from coins, and there are a few that are attributed to several kings named Darev, which seems to be a later version of the name Darayavahush/Darius/Dareios (Greek version), but it is impossible to determine whether there was any dynastic link. The Persians rose again after 200 CE to found a new empire, but that is another story.
Thank you for reading and sorry for geeking out, but this sort of shit is actually what I do for a living, so cut me some slack and appreciate the free history lesson. Also, I'm drunk and the gf asked me to stop talking about this because she thought it was interesting and listening to me talking about it kept her from falling asleep but she was tired.