Starting in the middle of the 4th century,and under fresh impression of danger from new coming Huns, Persians and Romans started to negotiate about establishing common defence sector in Transcaucasia which was a region of utmost tactical importance for both realms since it was through here both states were seriously endangered by raids and invasions from nomadic tribes although local passes,had they be defended could afford very good defensive barrier.Original plan was to build a mighty fortress at so-called Caspian gates,either one for both states manned by its own military personel or one with shared Romano-Persian garrison.
Although this was originally as it seems agreed on by both sides Romans consequently failed to fulfill their obligations regarding Caspian gates and not only that they sent no troops but not even any financial contribution for the project at all which was eventually constructed,financed and garrisoned by Persia solely.
Persians naturally felt betrayed and did not seen it as good enough excuse the Romans were just having problems in the west and north(although real ones but Persians were facing similar problems too) and since that time on,they demanded on the Roman Empire contribution to what was effectively a common defence interrest of both states being very unhappy knowing they are spending a lot of money on defending not just themselves but also their archenemy while doing it all for free.
Question of Caspian gates became since then one of permanent focus points in each major diplomatic contact or a peace treaty between both Empires with Romans usually making some reluctant promises which they eventually dropped over and over again or tryed to argue that Persians had sized hold over Caspian gates from their own will so its not fair to demand money for something Romans did not agreed on since it was solely Persian action and that each state should look for its own defence alone.At the end of the 5th century Perians eventually lost their hold over Caspian gates during great Hephthalite invasions and disastrous defeat of King Peroz I in 484.For some time it was Huns who controled the pass and local fortresses(Persians constructed more over the years) until one of local Hun Kings offered to hand it over to the Romans after he die, during reign of Anastasius.Anastasius however refused the offer considering location as too distand,too exposed and too expensive to upkeep and to garrison it.
Instead it was the Persians who once again sized the opportunity to renew their old hold over that region as soon as they extracted from one of their worst periods in history and conquered it again.They also instantly renewed their old demands towards Romans-they should either sent money or soldiers to help manning or financing common defence of both realms from the danger of nomadic tribes.Final rounds of negotiations came during reign of Justinian I and Khosrow I.Firstly during early phase of his rule Justinian finally agreed to send money annually( Khosrow sell his demands to the Roman pride by officially propagating it as not a payment of a tribute but merely a contribution to pay Persian soldiers to protect also Roman Empire which was more acceptable to swallow to his western rivals) and this was later ratified also at the end of his reign in the aftermath of lenghty Lazic war but it was not to last long because of Justin II abandoning all finacial obligations to Persia and consequent decades long conlict(572–591)ultimately freed Roman hands from paying any tribute(including money for Caspian gates)for good mainly thanks to Persian civil war and unstable position Khosrow II faced early in his reign .Caspian gates consequently remained in Persian hands until last Romano-Persian war during which last phase it fell to the hands of newcoming Khazars.
As you can see from what was described above, scene as depicted on this ketch probably never took place and so its only "what if" scenario.Although no shared garrisons served in Caspian gates in the end during Muslim Arabs invasion you could ocassionally see Romans and Persians fighting side by side against new common enemy.