What was the relationship between Herod the Great and Joseph?
An angel warned Joseph in a dream that Herod was searching for the child. Joseph fled by night to Egypt with Jesus and Mary. He came back when Herod died. Matthew 2:13-14, 19-21
What the Bible says
Matthew 2:14
Who arose, and took the child and his mother by night, and retired into Egypt: and he was there until the death of Herod:
Matthew 2:19
But when Herod was dead, behold an angel of the Lord appeared in sleep to Joseph in Egypt,
Douay-Rheims Bible (Challoner revision), public domain.
Follow the thread
Meet Herod the Great and Joseph.