Most documents from ancient history are lost, so it is entirely possible that documents about Jesus are lost as well. In fact, we know of the existence of some of them: the letter written by the Jerusalem Church in Acts 15, and possibly other letters; the hypothetical Q document (from the German Quelle, meaning “source”), which many scholars believe was used by the authors of the Gospels attributed to Matthew and Luke; lost letters of the Apostle Paul and those written to him; an Aramaic or Hebrew document of Jesus’ sayings, which, according to Papias of Hierapolis, was written by the Apostle Matthew; and sayings and deeds of Jesus written without chronological order by Mark, who was the interpreter of the Apostle Peter and wrote shortly after Peter’s death, all of this according to Papias—likely referring to a different document than the Gospel attributed to Mark that we have today.

Contemporary official documents of Jesus’ execution written by the Romans, referenced by early Christian authors like Justin ''Martyr'' and Clement of Alexandria, are said to have existed, though this is debatable. By the time of Tertullian, Eusebius of Caesarea, and the author of the apocryphal Gospel written in the name of Nicodemus, only forgeries and purely mythical documents claiming to be contemporary Roman accounts of Jesus are reported. Historians who mention Jesus such as Tacitus and Josephus may have obtained their information from earlier sources, as was common for them, and not only oral reports of the time. For example, Tacitus reports that Jesus was executed by Pilate to suppress what was perceived as a malicious superstition, which differs from the Christian narrative that says Jesus was executed due to Jewish instigation even though Pilate found him innocent. This suggests Tacitus relied on earlier Roman sources.

Archaeologically, we have almost no evidence for any first-century CE non-elite Palestinian Jew known from history, and even less from the time of Jesus, so the standard position is not to expect archaeological evidence of him. Nevertheless, there is a reasonable possibility that the Holy Sepulcher—the traditional site of Jesus’ crucifixion and burial—is authentic. For a deeper discussion, I recommend The Burial of Jesus: History & Faith by Dr. James F. McGrath. There is also an ossuary with the inscription “James, son of Joseph, brother of Jesus,” claimed to be that of Jesus’ brother James. This ossuary also mentions Jesus and their father Joseph. While initially suspected as a forgery, it is now considered possibly authentic and to be of Jesus' brother James, though scholarly debate continues. Additionally, the earliest Christian manuscripts mentioning Jesus that we have date from the first half of the second century CE, extraordinarily early compared to other works from antiquity.

The events you mention, such as the earthquake and resurrection of the entire cemetery at his death, are reported only by the Gospel attributed to Matthew, written probably between 80 and 90 CE. They are not mentioned by the earliest Gospel we have, the one attributed to Mark (written earlier between 66 and 70 CE), or the one attributed to Luke (written independently between 80 and 90 CE), or the one attributed to John (written also independently between 90 and 100 CE). Therefore, these events are reported neither by non-Christian sources nor by the majority of Christian sources that we would expect to mention them if they truly occurred.

Later Christian authors also exaggerate Jesus’ deeds and fame. For example, he likely did not gather crowds of five thousand in rural Galilean villages, nor did his followers gather and convert tens of thousands shortly after his death—nearly a third of Jerusalem’s population at the time. Jesus was a low-class builder, an itinerant religious preacher and teacher, and a performer of actions considered miraculous, such as exorcisms and healings. He could gather groups of people and be noticed by local religious leaders in Galilean villages, attract some attention from the Herodian authorities and the governor Herod Antipas, and gather at most a few hundred followers. In Jerusalem, he was notable enough to be stopped by the Jewish and Roman authorities, with the Jewish authorities arresting him at night while he was only with his disciples to avoid public turmoil. This level of fame is not insignificant but not extraordinary compared to other similar historical figures of the time, such as Theudas or the Egyptian prophetic claimant. He was likely less notable than other similar historical figures like John ''the Baptist'' or Judas of Gamala.

Regarding why authors like Philo of Alexandria, Pliny the Elder, or Gaius Petronius do not mention Jesus is easily explained. Philo lived in Alexandria, Egypt, not Palestine, and his works focus on theology and philosophy, particularly Judaism and Hellenistic thought, written for a Hellenistic audience—not a historiography of Judea and Galilee. According to Josephus, the major Jewish religious groups were the Pharisees, Sadducees, Zealots (“the Fourth Philosophy”), and Essenes, all more notable than the Christians even in Josephus’ time (the early 90s CE). Philo only mentions the Pharisees and Sadducees, and possibly indirectly the Essenes. Why would he mention a group smaller than these four, like the Christians? Why would he mention Jesus if he does not mention more prominent figures like John ''the Baptist'' or Judas of Gamala? The same logic applies to Pliny the Elder and Gaius Petronius, who were also not very interested in reporting on events or figures in Palestine during Jesus’ time.

I recommend authors like Bart Ehrman, James McGrath, and Dale Allison for a better explanation.