There were a number of "Mary's" and "Joseph's" within the family of Herod. There would have been of course no official record of a pagan-style royal "virgin birth" in Israel.
Herod had statues of himself made and presented to cities outside Israel, but this kind of thing was completely blasphemous within Israel.
The primary, almost exclusive, source of details about the family of Herod comes from the writings of Josephus. These are readily available. The version I have is not considered the best, but has been good enough for my purposes thus far. Although generally comprehensive, there are a number of very suspicious gaps in the accounts of Josephus. For example, he usually names the descendants of the main Herodian princes and princesses, but in a few cases is totally silent, e.g., he does not name the children of Archaleus or Herod Antipas.
For a very good overview of Herod's family with background from other sources in addition to Josephus you can get the book "The Life and Times of Herod the Great" by Stewart Perowne. It is a fairly old book, but still very good and available in inexpensive paperback. I think there is also a recent but much more expensive comentary series on Josephus.
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