Number 3 and 4:  (in the list of stories in the Bible that only Matthew tells us.)  The flight to Egypt and the reason for it:  Slaughter of  baby boys. We wouldn't know that Joseph and Mary and Jesus fled to Egypt and didn't go home to Nazareth if Matthew hadn't told us.  So, thanks Matthew.

Don't you know that Mary and Joseph's families were worried sick when they didn't come home.   But Joseph, Mary and Jesus stayed in Egypt until Herod died. (Also recorded in the book of Luke) Some scholars say that it was three years before they went back home to Nazareth. 

Matthew 2:13-23  (I hope you will read this yourself.)  An angel appeared to Joseph and told him to take the child and his mother and to flee to Egypt.  Herod was furious with the wise men because they hadn't come back and told him where this child-king was, so Herod proceeded to order that every male child two years old and under be killed.  Which fulfilled a prophecy given in the book of Jeremiah.  (Old Testament)  So there was a slaughter of innocent little boys by a wicked, fearful king.

When Herod was dead, an angel appeared in a dream to Joseph and said it was now safe to go back home to Nazareth.  (Which fulfilled another prophecy that the Messiah would be called a Nazarene.)

Imagine the rejoicing when they returned to their families--who must have assumed that they were dead after not hearing anything for three years.  When they left, they were only going to pay their taxes. That shouldn't have taken that long.  Allowing for the fact that Mary was ready to deliver, you might could have added a couple of months onto that.  But three years???  No way.  I'm a mother.  If I was Mary (or Joseph's) mother, I would have been beside myself not knowing where my child was.

Prophecy is what we base our belief on (that Jesus was the promised Messiah).  I've told you before, that when you take all the prophecies in the Old Testament that were fulfilled in one man, the statistical probability that Jesus was the Messiah is bigger than the number of all the people who were ever born in the history of the earth.  Impressive statistic.