I feel we have gone off a bit, but maybe not. The great thing about Scripture is that there is always an answer, if you search diligently. RDBD reminded us (Holy Spirit at work) at the start of Paul's visit to the Church at Thessalonica. Let's check back to it:
17 Now when they had passed through Amphipolis and Apollonia, they came to Thessalonica, where was a synagogue of the Jews: 2 And Paul, as his manner was, went in unto them, and three sabbath days reasoned with them out of the scriptures, 3 Opening and alleging, that Christ must needs have suffered, and risen again from the dead; and that this Jesus, whom I preach unto you, is Christ. 4 And some of them believed, and consorted with Paul and Silas; and of the devout Greeks a great multitude, and of the chief women not a few. 5 But the Jews which believed not, moved with envy, took unto them certain lewd fellows of the baser sort, and gathered a company, and set all the city on an uproar, and assaulted the house of Jason, and sought to bring them out to the people. 6 And when they found them not, they drew Jason and certain brethren unto the rulers of the city, crying, These that have turned the world upside down are come hither also; 7 Whom Jason hath received: and these all do contrary to the decrees of Caesar, saying that there is another king, one Jesus.
And there you have it. The controversy of who is King of Israel. Paul was preaching Jesus the King, (christos), and the Jews objected, because Israel was under fealty to Rome and the King was Herod.
So now you can understand the he, Caesar, Pope, little horn, and the what, Roman Empire.