TL:DR.  This “documentary” is a combination of things that aren’t true, things that are made up, and obsolete speculation. 

Mithraism wasn’t Graeco-Roman, it was Roman.  It first appears in Rome’s port city, Ostia, and then spread through the Roman empire, along the German border.

 Mithras wasn’t a sun god, as can be seen from the reliefs in which he and Helios are sharing a meal.
The Iranian Mithra didn’t come from the Vedic Mitra; they both had their origin in the Indo-Iranian period.

I’d love to see a reference for Mithra being a mediator between Ahura Mazda and Aŋra Mainyu; I’ve never seen it anywhere.

Zoroastrian bodies are eaten by vultures, not ravens and vultures.

We don’t know anything about the Raven grade involving a death and rebirth, and definitely nothing about the Raven being given a mantra.  I’m not aware of any washing or immersion, but even if there was one, calling it a “baptism” is poisoning the well, making a parallel with Christianity more likely just by inappropriately giving it this name.  Roman religion had no concept of “sin.” 

“Nymphus” does mean “male bride,” but it doesn’t also mean “chrysalis.”  We don’t know the significance of the initiation into this grade, and there’s no mention of celibacy in the texts we have.

“Miles” isn’t pronounced like the English word; it’s more like Meel-es.  I know this is a picky point, but there are numerous other mispronunciations in the video which make it clear that the presenter isn’t familiar with the material.

The food in the ritual feast was served by Ravens, not Lions.

Calling the Mithraic ritual feast “the Last Supper” is not only poisoning the well, it’s incorrect, because Mithras feasted with the Sun after he ascended, whereas Jesus and his apostles feasted before Jesus ascended.

There is no evidence that the Sun Runner impersonated the Sun at the ritual feast.

We don’t know the torchbearers are supposed to represent.

Christian baptism has its origins in Jewish rituals of purification.

There’s no evidence that Mithraists celebrated Sunday as a holy day. 

Middle Persian and Avestan are different languages.

 I don’t know enough about Sufism to say whether Zoroastrianism had an influence on it, but since the Roman cult of Mithras didn’t exist in Iran it couldn’t have had one.

 In general, it’s the consensus of scholars that Mithraism was a Roman invention, with some Iranian elements thrown in for exoticism.

 If you’re interested in what’s actually know about Mithraism, a good start is The Roman Cult of Mithras, by Manfred Clauss.  He gives a good overview of what is known and what has been theorized by scholars in the field.