A key Christian document that diverges from the gospels of Matthew and Luke on the Nativity is the Protevangelium of James — a “Gospel” that didn’t make it into the New Testament and thus remained “apocryphal.” Its purported author is James, the brother of Jesus, but scholars think that it was written generations later, sometime in the latter half of the second century. It is called a “protevangelium,” or “pre-Gospel,” because it highlights the life of the infant Jesus, which is not discussed much in the New Testament.Cross-file under New Testament Apocrypha Watch. For more on the Protevangelium of James, see here.
In the Protevangelium, we read that Jesus was born not in Bethlehem but somewhere in the “desert” between Bethlehem and Jerusalem. Mary, according to this story, went into labor while riding between the towns. Her husband, Joseph, found a nearby “cave” for her and went out to Bethlehem to find a “Hebrew midwife.” When Joseph returned with her, Jesus was born. “My soul has been magnified this day,” the midwife said, according to James’s account, “because my eyes have seen strange things, because salvation has been brought forth to Israel.”
As the author of the article notes, the Qur'an also has a variant account of the birth of Jesus which may have some overlap with the Protevangelium of James.
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