The original "David" is the local Bethlehem cult of Adonis. Adonis being Hadad, who birth and conquest of sea god Yam was prophesied, so Yam had all the infants slaughtered searching for him. This is paralleled in the myth of Cronus eating his kids and is its origin. The Nativity Church in Bethlehem is built on a "manger" cave which had been the local Adonis shrine. Slaughter of the Innocents?
David was another name for Adonis of Bethlehem, the god-king patron deity of some tribe.

The myth of the messiah began with pagan hymns of their patron deity saving them from foreign bullies. After Jewish monotheism retconned their holy texts, it transformed into a king in the mold of David saving them.

However, it wasn't until AFTER the time of Alexander the Great in which Jews wrote the Book of Daniel to repaint this messiah as a second, Jewish, Alexander.

Alexander visited Siwa temple in Egypt and was proclaimed Son of God (Zeus Hammon that is). His victory over Persia was prophesied.

Josephus claims Alexander was met by the High Priest of Jerusalem and told of his victory over Persia as recorded in Daniel (never happened).
This is recast of the legend of Alexander at Siwa.
Just as Alexander conquered the world and made it Greek, so too would a Jewish Alexander conquer the world and make it Judaic.

The timing of the Book of Daniel, and this concept of the Davidic messiah, coincides with Jerusalem's break with the kingdom of Egypt, since Ptolemy IV was persecuting them. Judaism had been very Egypt-centric previously.

The king who reigned during this break was Jannaeus. ALEXANDER Jannaeus. The greatest Jewish king, who conquered Edomites and Itureans, forcing them to convert and be circumcised, while rebuffing other enemies such as Ammon and Aram.

They were literally just copying the myth of Alexander.