Well, how much of this stuff do you take literally? Because that he was a preacher and had a following... I'm not even sure this claim might be exactly accurate, not even given 100% proof of the crucifixion event itself. Perhaps this was just a sort of a representative martyr and the teachings or whatever might have come from someone else.
From what I've read so far, I don't take much of the Bible literally. I don't believe it was the divinely inspired word of God, especially when you get to the New Testament when some books, like Galatians, are literally just letters Paul wrote to various churches about matters like gentiles not having to get circumcized and whatnot. There are so many translations throughout the years in manuscripts, codices, from koine Greek, Hebrew, to Latin, then romantic languages, and everything in between I'm not sure how you could even take it literally if you really thought about it beyond it being the 'word of God'. To me personally, that doesn't mean it's lacking in wisdom or poetry, especially the KJV although I would never use that as a Study Bible. The story of Jesus being baptized by John the Baptist, speaking parables, etc. I do believe along with him going to Jerusalem, I do take the Clements letters and the Book of Mark for their historicity. In going back and forth I get the impression you're wanting a level of strong evidentialism that the ancient world simply can't meet for a lot of figures. In fairness though, I appreciate you apply that standard universally and just not to a figure like Jesus.
You mentioned the non-literary evidence for Alexander I'm assuming you're talking about the numismatic evidence? Like silver tetradrachms, Porus medallions, shit like that? Or like the Priene Inscription? Because that level of evidence makes sense for Alexander and I'm glad you brought it up since he was a world conqueror, taxed lands he conquered and had currency minted, so that makes sense for their to be coins with Alex's face on it that we can date back to when he was alive. If that's the level of strong evidence you need, we go back to the problem then that you're going to have to dispute the historicity of virtually everyone in the ancient world outside of extremely influential world leaders. There are no Socrates coins. There are no Plato coins. But there are writings that we believe have been written by both of them, and corroborating accounts that they existed. Again, you can agree to disagree with that level of evidence, but I'm sorry, Christian or not, that makes the ancient world really fucking boring to me if we can only go by thinking that world leaders are the only ones that verifiably existed.
And there certainly are no Jesus coins, Jesus was craftsman living in a backwater satellite of the Roman empire. It's believed he was a carpenter that's the traditional idea of what he did for work, and unless there's things Jesus made buried deep under sand somewhere that somehow got preserved, we have no evidence of that either, so it makes sense, given Jesus's social position to have no (that we currently know of) non-literary evidence.
I have this inkling that it's a bit of an ancient gigabrain epic troll. It kind of reads like satire. I'd have to look into it if you can recommend some sources.
AFAICT, the best primary source is Philostratus's Life of Apollonius. Although it's strongly believed to be literary fiction, so you might be onto something with it being a historical trolljob.
A common problem Christians have in argumentation is that we are usually on the back foot. We have a position that is established, we have a high tower that all can see, read about, and learn from, which makes us a highly visible target. We try desperately to defend our positions in hopes of justifying our beliefs to others, and in order to show them the Truth.
I think a problem some people have, and I know this was a big sticking point for me when I was agnostic - is the Biblical literalism/fundamentalism, simply taking it at face value and not wanting to engage with the Scripture beyond a surface level. Like, I don't see why you can't believe in God, love Christ as the savior, but at the same time not be able to talk about something like Isaiah 7:14 for example.
In the KJV Bible and most English translations, it says something like “Behold, a virgin shall conceive, and bear a son, and shall call his name Immanuel.” As evidence of the prophecy for Jesus. When you look at the Hebrew, it doesn't use the Hebrew word for virgin which is "betulah". It uses the word "almah", or young woman of nubile age for marriage. Does that make Isaiah useless in a Christian context? I say no. The translations, and history of the books of the Bible is so rich, to me that's the good stuff! It doesn't belittle or reduce it's importance or power by looking at it critically.