There’s nothing inherently wrong with this idea from a religious standpoint. There are a number of fictional stories written by faithful Catholics about different points in the history of the Church.
One example that I greatly enjoyed was “A Quiet Light: A Novel About Thomas Aquinas” by Louis de Wohl. It followed the lives of the titular saint, of Frederick II of the Holy Roman Empire, and of a fictional English knight and crusader. The story provided a historically accurate look at life in the middle ages from a variety of perspectives, and it also glorified God and faith in Him.
I think a story set in Herod’s Judea would be able both inspire faith and educate on history in a similar manner. It’d also be an interesting period in time due to the different groups interacting in Jerusalem in this time - there would be different Jewish factions (Pharisees, Sadducees, Essenes, Samaritans, etc) but also Roman factions (Pagans, God-Fearers, Manicheans, etc).