I personally think that rather than retreating in the mountains, Greek survivors of Baktria who could ventured into present day Pakistan and NW India, joining the ever feuding Eastern and Western IndoGreek Kingdom in what is now known as Punjab, and all along the Kophen river from present day Kabul and well into Pakistan. It is considered that Eukratides II did so, leaving Baktria for Indus upper valley, aka Punjab. There they lasted until about CE 10, before succumbing to IndoSaka. .
Their descendants, subjects of the Kushan empire, were mostly Buddhists and helped create works of art as the following...
http://www.flickr.com/search/?q=gandhara
and especially the following which helped preserve their ancestry until they were completely Indianised. The Atlas,
http://www.flickr.com/photos/bijapuri/2007337732/
and this, Gandharan Athena, most probably Athena Alkidemos-Ardorxo, a syncretic deity.
http://www.flickr.com/photos/bijapuri/2006534025/
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