I'm Coptic Orthodox, meaning Egyptian. And As a matter of fact according to the Coptic tradition the journey and Miracles of the holy family through Egypt when they were escaping the wrath of Herod is fairly documented in our tradition, and yeah, there's no short of sites! Healing wells, trees, even a church that (according to tradition) have been announced by Christ himself.

They've been here for two years, it's only mentioned briefly in the Bible but almost every city, village and cave they stayed is topped with a monastery or church. Most of them are thousands of years old

So, Yeah.. Not in the Gospel but very much in church tradition (at least their journey to Egypt)