I had a Gnostic book printed in the early twentieth century (that I sadly loaned out and never received back), that argued the maggi who saw christ as the messiah at his birth would have continued watching over his development. The author argued that the maggi paid for Joseph, Mary and the children to go to Egypt in exile (how else could they afford it?), then took jesus to India and the far east to gain the knowledge fitting of a world king. As I recall, it was believed that he survived crucifiction and returned to north India where he lived out his long life.
A very romantic tale with no evidence like the bible stories.