Jesus came meeting prophecies, but undermining expectations, intentionally subverting and twisting people’s understanding of success, power, and kingship. We recognize this somewhat when it comes to the Old Testament, but it is easy to miss how even the Greeks and Romans would have recognized Jesus as someone special, but also standing in opposition to what they thought power was.
For more information on the Assyrian/Bablyonian/Persian conquest of Israel and Judah, I recommend watching Ep 06 The Old Testament in 20 Minutes: https://youtu.be/p_8DUwxCoH4
For a deeper discussion of the Maccabees and their role in Jewish history, see Ep 07 The Gap in our Bibles: https://youtu.be/RXr5IEkIIvY
There are a number of ways of digging deeper into these issues. I highly recommend going directly to the original sources:
Suetonius on Augustus: http://penelope.uchicago.edu/Thayer/E/Roman/Texts/Suetonius/12Caesars/Augustus*.html#94
The Priene Calendar inscription: https://didaskalian.wordpress.com/2013/10/05/the-birth-of-two-kings/ or http://www.textexcavation.com/augustus.html
Julius Caesar’s Comet http://www.gutenberg.org/cache/epub/6386/pg6386-images.html or Pliny’s versions here:
There are also a number of good books on the subject, including Peter Enns book Inspiration and Incarnation which deals with the Old Testament prophecies and Messianic understandings.