In May of 44 BC Cicero wrote to a friend indicating that Cleopatra (who was in Rome at the time) was pregnant with Caesar's child:
"I am grieved to hear of Tertia's loss of an expected child...(but) I should be glad of such a loss in the case of the queen (Cleopatra) and that [expected] scion of the breed of Caesar." [Cicero, ad Atticum, 14:20:2, 14:20:2, 15:1:5, 15:4:4]
There is also a coin of Cleopatra's which shows her suckling a child, usually interpreted to be Caesarion, and marked 'Kupr' (Cyprus). Cleopatra only acquired control of Cyprus in 43 BC, when Caesarion, who was born in 47 BC, would be too old to be a suckling infant, and her children with Anthony weren’t born yet either.
This additional child with Caesar escaping further documentation is only plausible if it was a daughter, the Romans would not have considered a daughter a potential heir, Augustus had to adopt his Maternal Grandsons for them to be heirs.
You may ask why she's not mentioned in the Donations of Alexandria in 34 BC if she existed and was still alive then, since Selene's inclusion implies women aren't left out. Given the prior traditions of Ptolemaic Egypt I think this Daughter of Cleopatra was planned to simply be married to Caesarion and that's why she wasn't given a Kingdom of her own.
Now others before me who’ve argued that this daughter of Cleopatra and Caesar existed seek to identify her with Musa the wife of Phraates IV and mother of Phraates V. And I followed suit the first time I wrote something online about it. But I no longer think Augustus would have given such a valuable daughter to the Parthians. And if Musa was actually some kind of Royalty and not the Italian Slave Girl historians have assumed her to be, it'd have to be an inheritance more relevant to Parthia not a connection to Egypt and Caesar.
If Augustus did intend to use this daughter for some Dynastic marriage then given her age he’d have done so before 20 BC, the significantly younger Cleopatra Selene was married to Juba in 25 BC (though she didn’t start bearing him children till over a decade later).
The thing is there was another woman named Cleopatra who got married to a Client King of the Roman Empire in 25 BC and whose ancestry is a complete mystery. Cleopatra of Jerusalem the fifth wife of Herod The Great. This Cleopatra started having children much sooner then Selene making me assume she was older, because contrary to popular myth no it wasn't normal for women back then to be forced to have children as young as 12-15. If Cleopatra of Jerusalem was born in 44 BC then she would have been 20 by the time she had her first son by Herod who was also named Herod, the second was named Philip and is the Tetrarch mentioned in Luke 3:1. And Judea had been part of Ptolemaic Egypt at times so there was a relevant connection there.
Matthew 14:3, Mark 6:17 and Luke 3:19 all say Philip was the name of the brother of Herod Antipas who Herodias left to marry Antipas, in Luke's context the same Philip as verse 1 is clearly the presumption. But in our Greek Texts of Josephus this was the Herod who was the son of the daughter of High Priest Simon Boethus.
Because of this many theologians just want to call both these men “Herod Philip” but there is no real evidence either used the other name. I think it’s Josephus (or our current versions of Josephus) who got Herodias’s husband wrong and also Philip’s wife wrong, I don’t think he was ever married to Salome daughter of Herodias but rather I think he’s the father of Salome.
Herod, grandson of Boethus, was not one of the Tetrarchs, he was actually living in Rome like many other non ruling Herodians at the time. I’m sure many assume this is why Herodias wanted to change husbands, but this geographical distance makes arranging the swap difficult.
When Antipas married Herodias he divorced his prior wife who was the daughter of Aretas IV of Nabataea, Aretas went to war with Antipas over this in AD 34 and Philip The Tetrarch gave him assistance, so it sounds like they had a shared grievance.
I’ve also seen it claimed that in Slavonic Josephus Herodias was married to Philip, but that’s easy to dismiss as altered by Christians and I’m not sure I trust what people say it says, I don't have the means to read it for myself.
So if Salome was a great granddaughter of Cleopatra VII, does the line continue? She married Aristobulus of Chalcis, a son of her mother’s brother, and had three sons named Herod, Agrippa and Aristobulus.
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