No, He did not deny it.
The most logical conclusion is that he was indeed one of the many men who thought he was capable of united those 12 tribes
No, that is not logical. The vast majority of Scriptures point to Jesus as being the Savior for the world. You need to read the Bible.
-Old Testament prophecy posits a Messiah who will unite the 12 tribes and re-establish the Kingdom of Israel.
-Jesus, if he lived, was a traveling speaker with followers who many felt was this Messiah.
-He was killed.
-Much work has been done on this story since then to mold it into something relevant for other purposes.
-Meanwhile, it's been 2000 years and he hasn't come back.
But look, if it adds meaning to your life, have at it. Most of what humanity does is some form of entertainment or fulfillment or titillation. We only spend a small percentage of our intellect and energy on survival. All the rest is filler.