It seems from Scripture that Herod feared the news of the new born King more than the Wise Men and their escort. It is said he “summoned them”. Also, the Magi were instructed to avoid Herod and return a different way. Why would a large, armed caravan need to avoid Herod. Further, how did Joseph and Mary accomodate the size and number of presents that a large caravan to Bethlehem would bring them? I don’t see where Herod feared the visitors, only their news and it’s ramifications. Just asking.
You posed good questions. Keep in mind that the Bible tells us in Matthew 2:1-3 that the arrival of the Magi/Wise Men and their escorts and entourage frightened the entire city of Jerusalem, not just Herod. Their arrival was a spectacle witnessed by the entire city, which thought it was about to be besieged by the Parthians who arrived with the Wise Men. Their fears (and that of Herod) were justified as there were people alive in Jerusalem who had been alive when the Parthians had invaded Roman Judea a few decades previously and kicked all the Romans out for several years while the Parthians governed Jerusalem and Judea. Herod had every reason to fear that the Parthians were there to oust him and his garrison of Roman troops.
However, you are also very correct in noting that Herod also feared the message about a “newborn king.” He knew the Jews were expecting a “Messiah” to arrive, and he also expected the “newborn Jewish king” to be the prophesied “conquering Messiah” which the Jews desired so much. Herod was Caesar’s vassal and he wanted no such “conquering Messiah” to arrive on the scene. That is why he “slew the innocents” in Bethlehem (Matthew 2:16-18). While it was prophesied the Messiah would apparently be born in Bethlehem, Micah 5:2 did not foretell the Messiah would actually live in Bethlehem his entire life. Herod and his advisors assumed the new-born Messiah would still be living in the Bethlehem region. We know, of course, that Joseph and Mary were actually living back in Galilee at the time the Wise Men arrived in Jerusalem. The Wise Men never saw the baby Jesus in a manger in Bethlehem, but rather as a toddler in the home of Joseph and Mary (who had left Bethlehem and returned to Galilee after they were taxed and Jesus was born). Jesus is referred to not as a baby, but a “young child” (Matthew 2:11, 13) at the time the Wise Men arrived.
Matthew 2:9-12 tell us that the Wise Men had no idea the “young child” was in Galilee until after they left the presence of Herod. The “star” that had led them to Jerusalem reappeared to them when Herod was gone and that “star” redirected them to Joseph, Mary and Jesus in Galilee. The “star” “stood over” the young child Jesus at his house. Only an angel could have led the Wise Men to Jerusalem, disappeared for a time, reappeared after Herod was gone and then “stood over” one specific child. Angels are sometimes metaphorically described as “stars” in the Bible (Revelation 1:20, Revelation 2, 12:3-4). The Wise Men had angelic escorts on their way to see the child, Jesus, and they needed none of their human escorts. Indeed, if large numbers of their Parthian escorts had accompanied the Wise Men, the Romans would have been suspicious and followed them. The Parthian escorts of the Wise Men likely remained in their camp as the Wise Men were led to see Jesus by an angel. The angel would have led the Wise Men north to Galilee even as Herod’s men were heading south to Bethlehem to kill all the male children under two years of age. The Wise Men may have physically given only an “earnest” portion of their gifts of gold, frankincense and myrrh to Jesus as a young child. The Wise Men could easily have arranged to give the rest of the treasure they had brought for Jesus to someone in Jerusalem (designated by Joseph and Mary) for safekeeping until the child reached maturity. That “someone” was likely Joseph of Arimathea. The Romans were very used to large numbers of Parthians being in Jerusalem on the biblical Holy Days with costly gifts for the Temple treasury (i.e. Pentecost Day in Acts 2:9 was a Feast of Weeks observance decades later at which many Parthians were in attendance), so the giving of gold and other gifts to Jewish personnel at the Temple would not have seemed suspicious to the Romans. Since Joseph of Arimathea was very high in Jewish society and known to the Roman governor (Mark 15:43-45), he could have easily made the arrangements.