Jesus was born in Bethlehem in Judea: Matt. 2:1; Luke 2:4; Michah 5:1. The prophecy in Micah 5:1
was only formulated in Jesus’ time. Bethlehem was the only place close to Herod’s court, the castle of Herodion.
The identification of Nazara with the town Nazareth and of Nazoraios and Nazarenos as meaning from Nazareth is a later legend. The terms Nazara, Nazoraios, Nazarenos are all derived from the Hebrew NaZUR, meaning preserved.
I assume that this refers to the governor’s immunity that is also mentioned in the story of the temptation in Matt. 4:1ff and Luke 4:1ff (on the pinnacle of the temple).
The reason behind this is as follows: when someone was stoned, the condemned person was pushed down a slope and then stones were thrown at him. In Luke 4:29 Jesus is taken to a mountainside to be stoned, but the punishment is not carried out.
In the story of the temptations, this refers to the accusation of blasphemy that was punished by stoning. Satan (= Antipas) is able to save Jesus by granting him immunity.