@Adham
Ahriman, Jahy (Jahi) and Druj are some of the names of deities and concepts from Zoroastrianism. Ahriman is the principal malevolent(-ish) deity, and Jahy is his consort.
As for why Japanese manga writers are obsessed with this religion, I have no clue. But if I were to guess, it's because it has a very small number of followers today (less than a million world-wide), so you can freely exploit its exotic pantheon freely without the fear of hurting someone's feelings.