Note that the authenticity of Eusebius's account has been debated amongst historians because
(a) he wrote his Ecclesiastical History over 200 years after the events;
(b) there is no corroborating evidence from contemporary sources including Josephus;
(c) a pagan city seems an unlikely place for refuge in a time of Roman hostility to Jews;
(d) the narrative fits too neatly with Christian theological interpretations of Jerusalem's destruction, comparing it to the fall of Sodom and the escape of Lot and his daughters.
The article The Jewish Christians' Move from Jerusalem as a Pragmatic Choice by Jonathan Bourgel in Studies in Rabbinic Judaism and Early Christianity – Text and Context, 2010, gives more substance to these arguments.