A caravan of horses and camels rode through the streets of Jerusalem. Men dressed in rich Parthian robes were flanked by guards wielding spears, swords, and shields. They rode purposefully, heads held high, right up to the palace of Herod the Great where they were prepared not so much to answer questions but do the asking.
“Where is the one who has been born King of the Jews? We saw his star when it rose in the east and have come to worship him?” (Matthew 2:2)
It is a miracle Herod the Great was able to stay in his seat.
Herod was notoriously paranoid and rarely hesitant to act on his fear of losing power. He killed two of his sons because he thought they were a threat. He murdered his favorite wife Mariamme because he suspected her of scheming against him. He had his own brother-in-law drowned in his swimming pool because he feared he was getting to be too popular.
At the root of his fear was the firm assurance that he was an illegitimate king, placed in position over the Jews by the Romans, for the Romans. He was not of the line of David. In fact, although he was Jewish religiously, racially he was an Arab from Idumea. The Jews would never, ever accept him.
In the early years of his reign, Jewish loyalists worked hard to overthrow his counterfeit rule, and eventually drove him from his throne and out of the country for awhile with the help of a powerful ally-Parthia. Herod had hide his family

safely at his fortress palace of Masada, and to go to Rome and get reinforcements to retake his kingdom. So, when an armed caravan of official emissaries of the Parthian government show up on his doorstep asking for the real king of the Jews…well, it was the perfect storm.
Herod’s paranoia crazy switch had been flipped. He held it together enough to formulate a plan. Maybe, just maybe, if he played his cards right he could eliminate this new rival quietly before he grew powerful enough to pose a real threat.