Jesus of Nazereth was a later label, so that isn't necessarily the case, we don't know what his/their name/names was/were.
As for the convolution, that alone doesn't prove anything, it's purely circumstantial evidence. Sometimes people write convoluted narratives in order to create a more interesting story, for instance.
The origin of Moses was an unnecessarily complex set of events as well, but no self-respecting scholar would suggest that Moses was a real person.