Ok it's not as I thought it was, but at least I don't have to speculate any more.
Tyndale (as usual) has it.
She married Juba II.
The only juicy stuff is in the footnotes of the following link, in which is is speculated that they had a daughter who married one of Herod's sons.
Not quite the Arsacid link I was looking for, but I'm satisfied.
If you want to read up on it go here (which is a fantastic resource BTW): http://www.tyndale.cam.ac.uk/Egypt/ptolemies/selene_ii.htm#Selene
© Charles N. Pope, US Library of Congress. All rights reserved.