We don't know what he said. We only know what the Bible SAYS he said. The only accounts from the Bible that actually stand a chance of being verifiable are from the trial before Pilate, because that at least would have been a matter of public record, and anyone writing about it later would have been wary of lying because Roman record might have contradicted it.
What we know is, the disciples were apparently all Jewish, and what was impressed upon them enough to record (but for no apparent reason) was that he was born in Bethlehem, descended from King David, but not Solomon.
“We don’t know what he said. We only know what the Bible SAYS he said. “
“And God said, ‘Let there be light.’” Did God say that? How do you know? How can you be sure of what you know?
We don't know what George Washington said. We only know what history SAYS he said.