What loathsome disease did King Herod die of?
I think the column is
Herod the Great and not Agrippa. Josephus recorded Herod 1's truly awful death. He attempted suicide to avoid it, and of course the people rejoiced as he was an over-taxing tyrant. Agrippa died a nasty one in the Bible; it's possible that it was something of a "repeat" by people in the early ADs who got the two confused.
The Massacre of the Innocents is debated as to whether it happened at all. There's no mention of it other than in Matthew (the other Gospels have neither that nor the Magi) and no historical record for it, and something that bold probably would have been remembered and reached Rome. OTOH, it's certainly not out of character for Herod- he killed three of his own sons, numerous relatives, his second wife and pretty much her entire family, most of them due to paranoia of being usurped. I'm inclined to believe it was something the writer[s] of Matthew brought to the party though, and possibly worked in with his killing of his sons. (Robert Graves touched on the Herods in several books, one of them being King Jesus
in which Jesus is the son of Herod's oldest, Antipater.)