I'm wondering if the late Egyptian demonization of Set came about in some part due to the Persian effect. Even though the Egyptians weren't happy to be under Persian rule, doubtless some ideas crept through. For one thing, Zoroastrianism is a very dualistic religion, emphasing the 'good' forces of light over the 'evil' forces of darkness. "Zoroaster gives Ahura Mazda an entirely new dimension by characterizing the Creator as the one uncreated God.", as explains Wikipedia. The others he is sometimes associated with, Mithra and Anahita, are as "angels".

The web author of Livius.org speaks of this religion's "radical dualism". "The Avesta is the holy book of the adherents of Zarathustra, the Zoroastrians or -as they call themselves today- Parsi's." Livius quotes from this Avesta:

Yasna 30.1-6, 8-9
"Truly for seekers I shall speak of those things to be pondered, even by one who already knows, with praise and worship for the Lord of Good Purpose, the excellent Wise One, and for Truth. [...] Hear with your ears the best things. Reflect with clear purpose, each man for himself, on the two choices for decision, being alert indeed to declare yourselves for Him before the great requital.

Truly, there are two primal Spirits, twins renowned to be in conflict. In thought and word, in act they are two: the better and the bad. And those who act well have chosen rightly between these two, not so the evildoers."

Some say the winged disc is Ahura Mazda's symbol. But it's a bit more complicated than that, as later significance applies this duality to the winged disc.

Livius contends "Some have argued that the winged royal figure that can found on many Achaemenid buildings is not Ahuramazda himself, but a symbolic representation called Faravahar, which reminds the believer that his soul must progress towards God. This is however too sceptical, as has been shown by P. Lecoq." Furthermore, the Louvre website declares it "a divine emblem ensuring royal and dynastic authority".

However, I found the Parsi's website, and it is certain that is not how they think of the Faravahar now. As they say, "In zoroastrianism, the Faravahar or human spirit, embodies two opposing indicators of good and bad. This will clearly show the Zarathustra’s philosophy that everybody should try to promote his/her Sepanta Minu (positive force) and suppress his/her Ankareh Minu (negative force). As a result of such a spiritual struggle toward goodness and avoiding evil, everybody will be able to thrive in all the walks of his/her life." What exactly the Achaemenid rulers thought of this winged solar disc isn't exactly known, but I suspect they thought of it as a divine seal of approval on their rulership.

More precisely, where did it first arise?

Peter Myers in The Zoroastrian Religion and its Progeny quotes Mary Boyce who wrote _A History of Zoroastrianism Volume Two: Under the Archaemenians_ (E. J. Brill, Leiden, 1982):

{p. 37} The adoption of an alien symbol The ancient Iranians themselves using nothing man-made in their worship of the gods - not image or altar or symbol - it seems to have been the fact that the Babylonians, while using all these, linked their great gods also with stars which made possible Iranian assimilation of the cults of Ishtar and Nabu. There was one alien symbol, however, which being (it appears) more a declaration of royal than divine power was perhaps adopted already by the Median Deiocids, though later developments have caused it to be regarded as a characteristic Zoroastrian symbol. This is the winged disk, a symbol which, it is accepted, derived ultimately from Egypt, where it belonged to 'Horus, the sky- and sun-

{p. 38} god who was immanent in Pharaoh and manifest in the form of a falcon'. It first appeared there in the third millennium B.C., and was widely adopted in the lands of the ancient Near East during the second millennium, the time of Egypt's greatest expansion, 'perhaps not so much because it supplied a religious symbol ... as because of a certain display-value which it had received from the immense prestige of the Empire of the Thutmosids ... The winged sun-disk seems to have been considered as a symbol of power and royalty'.

So apparently, the Persians got it from the Egyptians, but then later, they adapted it to their own meaning.

Not only that, but the Sumerians also had their own sun god, Shamash, and "Every morning, the gates in the East open up, and Shamash appears. He travels across the sky, and enters the gate in the West. He travels through the Underworld at night in order to begin in the East the next day."

This sounds a bit familiar, like the travels of the Egyptian Ra, doesn't it? Only, instead of the solar barque, he travels in a chariot. And his symbols is also a winged solar disk!

Adapted from windows.ucar site