In the middle of tight-rope walker (possibly Jesus) way, “the little door opened again and brightly-dressed fellow (…) followed the former (…)”, this could symbolise the appearance of Devil in Christ’s way onto the Golgotha’s hill. Devil as a hesitation going through Jesus’ mind, the question whether he is the One and if he is doing the right thing as well as simply fearing cruel death that was just half way ahead of him. The hesitation that was growing more with every step he was taking closer towards his hill of destiny (Market Square).
Then, Jesus fell few times on his way, because of the heavy weight of his cross and weakening gradually, in Nietzsche’s book this moment is described, “When he saw his rival thus triumph, lost his head and the rope; he threw away his pale and fell.”
In Bible, St Simon helps Jesus to pick his cross up and carry it. With a second fell, St Veronica wipes Christ face from sweat and blood. The conversation between Zarathustra and Dying Man, happened next, "All you have spoken of does not exist: there is no Devil and no Hell. Your soul will be dead even before your body: therefore fear nothing anymore!”. Zarathustra could be a voice of hesitation in Jesus’ mind before his death. The voice that says that Jesus dies for nothing and that metaphysical God does not exist, and therefore Jesus is not a Son of God but simply a human.
My other understanding of this scene is that perhaps Nietzsche has put Zarathustra next to Jesus, as if he walked the way to crucifixion with him, and told Jesus that he is going to die and he is a normal human being. Dying Man then said “If you are speaking the truth, (…) I leave nothing when I leave life. I am not much more than an animal which has been thought to dance by blows and starvation!”. The author shows again his leading idea that God died and humans not only killed him but also helped to burry him.
Then, Zarathustra says that “uncanny is human’s existence and still without meaning: a buffoon can be fatal to it.” Although Nietzsche denies existence of God he admits a deep impact from his life and memory hard to forget, the “Dead Dog”.
TBC in the "Who was the Dead Dog for Zarathustra" post
he University of Winchester Journalism Course
History and Context of Journalism, Part IV,
Friedrich Nietzsche, Thus Spoke Zarathustra, Part 1