Regarding Herod killing the children, are there any other documents from other sources such as Roman or other ancient cultures documenting this event?
"Then Herod, when he saw that he was deceived by the wise men, was exceedingly angry; and he sent forth and put to death all the male children who were in Bethlehem and in all its districts, from two years old and under, according to the time which he had determined from the wise men" (Matthew 2:16).
The event that Matthew records we know is consistent with Herod's personality as we read history. History tells us that Herod was paranoid about being overthrown. He murdered his two older sons in 7 B.C. because he was convinced by the instigation of another son that they were plotting to overthrow him. Antipater, who encouraged his father’s murder of his older brothers, was also killed in 4 B.C., just before Herod’s death, for plotting to overthrow his father. It caused Augustus to joke that he would rather be Herod’s pig than one of his sons. (As a follower of the Jewish religion, Herod wouldn't kill an unclean animal, such as a pig, but it didn't stop him from murdering innocents or even members of his own family.) As he approached the end of his life, Herod slaughtered thousands on the least hint that a rebellion might be breaking out.
Part of his paranoia might have come from the fact that he wasn’t an Israelite. He was a descendant of Edom. His father aided Julius Caesar during the conquest of Judea and Herod was a friend of Anthony and Octavian (who later became Caesar Augustus). Because of his friendship, he was given the title “King of the Jews,” but it took him three years of hard fighting take hold of his “kingdom.” Now, in his old age, foreigners had come announcing the birth of a new King of the Jews. Such news would strike Herod’s deepest fears.
During his reign, Herod had a countless number of people put to death. This was a man who shortly before his death had many leading Jews arrested with a standing order that they were to be killed when he died so that at least some would morn when he died.
That Herod would kill the children in the area of Bethlehem to remove the threat of a new king arising is completely consistent with history though this particular event didn't make the history books. On a global scale, it was one of a great many atrocities that Herod committed and it took place in a small town in a backwater region. It factors significantly in the Gospels because it was a strike against the Messiah, but to a Roman or Jewish historian, it would have been just a smaller version of some of the greater things Herod had done.
But then, the "big events" that the secular historians recorded didn't make the cut for being recorded in the gospels either. Everyone writes toward a target audience and what is important to one audience is not important to another. Yet all agree that Herod was a paranoid, loony murderer -- especially in his old age.