There are a couple of other historic figures, who probably existed, but not in the way we think.
The Great Heathen Army that invaded Briton in the 800s was lead by Ivar the Boneless, Sigurd Snake-in-the-Eye, and Uber Lothbrokson. They were all brothers, and along with Bjorn Ironside would have carried the surname Lothbrokson - son of the Lothbrok. The Lothbrok in question was Ragnar Lothbrok. Like Sigurd, Bjorn, and Ivar, he was know by a nickname (Hairy Britches - something akin to bear skin trousers) rather than adding a son suffix to his father's name. Whilst there is (relatively) evidence galore for Ivar, Bjorn, Uber, Siggurd, there is virtually none for Ragnar. Viking chieftains were unlikely to dilute their own accomplishments thru false affiliation - leaving us to conclude that either Ragnar did exist or was a later adjustment to their stories.
Similarly, we have King Arthur. As the Romans left Britannia, there were issues between various Pict tribes and the Trinnovantes and Iceni. A King Arthur recruited 2 Saxon/Engle war-chiefs to bring him victory. Hroth invaded Kent, and took position at Hrothcester (Rochester) and Hrors founded Horsham. The Saxons proved so good at killing Britons, that it wasn't long before a mass invasion took place. That mass invasion was resisted, allegedly, by a King Arthur (not the one from before); but there is virtually no contemporary record of such a person; and his achievements are more akin to attributing a number of unrelated events to one person - ie: "Arthur" is the entire British resistance, not an actual person.
With Jesus, it could well be the same. Mary and Joseph were allegedly travelling to add to the records of the Roman census. This almost certainly means they were travelling in the spring/summer where more day light made roads safer to travel. They may or may not have had a child. That child may or may not have gone on to have been executed for heresy (Jesus was convicted by Jewish religious courts not Roman political courts). It is more than likely that his life was repeatedly redrafted to add more events pre and post death; in whatever ways suited the desires of the redrafters.