These are all good points. A careful reading of the gospels show that the shepherds came while Yeshua was an infant, but the Magi came later after he had grown.

The tradition of magi visiting baby Yeshua before the shepherds, comes from the protoevengelion, a telling of Mary's birth and childhood and betrothal to Joseph. In it, Yeshua is born in a cave and the Magi follow a star and visit the baby in the cave, then implies that the shepherds visit later while Yeshua is hidden in a manger in swaddling clothes because Herod's men were seeking to kill all the children.

Visiting Bethlehem today, the traditional birth site of Yeshua is a cave.

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