Hard to say if he's getting the "flight to Pella" from Josephus, the first mention of him is in 4:
3. But the people of the
church in Jerusalem had been commanded by a revelation, vouchsafed to approved men there before the
war, to leave the city and to dwell in a certain town of
Perea called Pella. And when those that
believed in
Christ had come there from Jerusalem, then, as if the royal city of the
Jews and the whole land of
Judea were entirely destitute of
holy men, the
judgment of God at length overtook those who had committed such outrages against
Christ and his
apostles, and totally destroyed that
generation of impious men.
4. But the number of calamities which everywhere fell upon the nation at that time; the extreme misfortunes to which the inhabitants of
Judea were especially subjected, the thousands of men, as well as
women and children, that perished by the sword, by famine, and by other forms of death innumerable — all these things, as well as the many great sieges which were carried on against the cities of
Judea, and the excessive sufferings endured by those that fled to Jerusalem itself, as to a city of perfect safety, and finally the general course of the whole
war, as well as its particular occurrences in detail, and how at last the
abomination of desolation, proclaimed by the
prophets,
Daniel 9:27 stood in the very
temple of God, so celebrated of old, the
temple which was now awaiting its total and final destruction by fire —
all these things any one that wishes may find accurately described in the history written by Josephus.
Even if the flees did not flee to Pella (some early myth) they were told to flee when Jerusalem was compassed by armies. So the flees must have fled somewhere - lol.