I am open to all possibility, and this is such a good study bead.

I know what you mean Jake. I've seen excavated Roman glass beads coming out from dug sites in E.Nepal, as well as lots of Chung dZis and all sorts of Ancient stone beads. I've found the Pyu beads too. it must have been a crossroads of civilization.

having said that, there were lots of ancient beads brought in to Nepal by Afghan dealers in the past few decades. (although they seem to head to China these days.)
so its hard to say where it came from.. but this is the only sample I've seen in Nepal since than.