It is cool that that you mention the Upanishads. Remember when you asked me if it were necessary for you to read Kant before Schopenhauer's The World as Will and Representation? (since Schopenhauer seems to demand it)
I wanted to suggest the Upanishads (since I feel this was a more significant influence on Schopenhauer's philosophy), but I sensed that you may have already been exposed to it.
I gave my copy of a two volume set to my nephew a long time ago.
When mathematician/programmer Alex Stepanov taught in India, he encourage his students to embrace the roots of their culture and not be seduced by "Hollywood/Bollywood," the music industry, etc ...
Yes, Holden, I felt for the longest time that Schopenhauer's great contribution was being humble enough to interpret this thought in his own way to "the Western World".
With respect,
H