I am guessing as an agnostic your are taking an empiricist approach to proof of Jesus. This alone will neither prove nor disprove the existence of Jesus. There are plenty of people who have lived on this earth (to think of it, probably the majority) that have little of no historic documents showing they ever existed. Of course that does not mean they did not exist! On the other hand their might be people who never did exist who might have writings that suggest or state otherwise, some bad examples might be people Like King Arthur, or Robin Hood. Point being is that Historical documents on the person of Jesus should not be the final way to determine his existence nor the claims of who he was.
However, there are some non-gospel writings/documents which speak of Jesus. The writings of Josephus (a-non christian Jew) come to mind.
If Jesus was the Son of God, he would have had a way to prove it. Apart from the miracles he showed (healings, raising of people from the dead, turned water to wine etc)
I insist without hesitation that the whole Old Testament Law and Prophecies pointed to exactly him. Jesus quoted the prophecies repeatedly, mainly from Isaiah to point to himself as the messiah.
On a personal note: Reading the book of Isaiah of the Old testament to me is almost like reading the Gospels. To me it is so blatantly obvious, I do not have a single doubt in my mind about the person of Jesus.
"The virgin birth of Jesus prophecy"
Isaiah 7:14 (Prophecy of the virgin birth)
14Therefore the Lord himself shall give you a sign; Behold, a virgin shall conceive, and bear a son, and shall call his name Immanuel.
Isaiah 35 (Healing Miracles of Jesus)
1The wilderness and the solitary place shall be glad for them; and the desert shall rejoice, and blossom as the rose.
2It shall blossom abundantly, and rejoice even with joy and singing: the glory of Lebanon shall be given unto it, the excellency of Carmel and Sharon, they shall see the glory of the LORD, and the excellency of our God.
3Strengthen ye the weak hands, and confirm the feeble knees.
4Say to them that are of a fearful heart, Be strong, fear not: behold, your God will come with vengeance, even God with a recompence; he will come and save you.
5Then the eyes of the blind shall be opened, and the ears of the deaf shall be unstopped.
6Then shall the lame man leap as an hart, and the tongue of the dumb sing: for in the wilderness shall waters break out, and streams in the desert.
Isaiah 50: (Jesus was silent in front of his accusers)
1Thus saith the LORD, Where is the bill of your mother's divorcement, whom I have put away? or which of my creditors is it to whom I have sold you? Behold, for your iniquities have ye sold yourselves, and for your transgressions is your mother put away.
2Wherefore, when I came, was there no man? when I called, was there none to answer? Is my hand shortened at all, that it cannot redeem? or have I no power to deliver? behold, at my rebuke I dry up the sea, I make the rivers a wilderness: their fish stinketh, because there is no water, and dieth for thirst.
3I clothe the heavens with blackness, and I make sackcloth their covering.
4The Lord GOD hath given me the tongue of the learned, that I should know how to speak a word in season to him that is weary: he wakeneth morning by morning, he wakeneth mine ear to hear as the learned.
5The Lord GOD hath opened mine ear, and I was not rebellious, neither turned away back.
6I gave my back to the smiters, and my cheeks to them that plucked off the hair: I hid not my face from shame and spitting.
Isaiah 53 (Jesus sacrificed as a Sin offering for our Sins!)
1Who hath believed our report? and to whom is the arm of the LORD revealed? 2For he shall grow up before him as a tender plant, and as a root out of a dry ground: he hath no form nor comeliness; and when we shall see him, there is no beauty that we should desire him.
3He is despised and rejected of men; a man of sorrows, and acquainted with grief: and we hid as it were our faces from him; he was despised, and we esteemed him not.
4Surely he hath borne our griefs, and carried our sorrows: yet we did esteem him stricken, smitten of God, and afflicted.
5But he was wounded for our transgressions, he was bruised for our iniquities: the chastisement of our peace was upon him; and with his stripes we are healed.
6All we like sheep have gone astray; we have turned every one to his own way; and the LORD hath laid on him the iniquity of us all.
7He was oppressed, and he was afflicted, yet he opened not his mouth: he is brought as a lamb to the slaughter, and as a sheep before her shearers is dumb, so he openeth not his mouth.
8He was taken from prison and from judgment: and who shall declare his generation? for he was cut off out of the land of the living: for the transgression of my people was he stricken.
9And he made his grave with the wicked, and with the rich in his death; because he had done no violence, neither was any deceit in his mouth.
10Yet it pleased the LORD to bruise him; he hath put him to grief: when thou shalt make his soul an offering for sin, he shall see his seed, he shall prolong his days, and the pleasure of the LORD shall prosper in his hand.
11He shall see of the travail of his soul, and shall be satisfied: by his knowledge shall my righteous servant justify many; for he shall bear their iniquities.
12Therefore will I divide him a portion with the great, and he shall divide the spoil with the strong; because he hath poured out his soul unto death: and he was numbered with the transgressors; and he bare the sin of many, and made intercession for the transgressors.
Isaiah 55 (Free gift of salvation prophecy)
1Ho, every one that thirsteth, come ye to the waters, and he that hath no money; come ye, buy, and eat; yea, come, buy wine and milk without money and without price.
In the book of acts we read Phillip asks an ethiopian eunuch who was reading This same book of Isaiah that jesus was the one who fulfilled these prophecies.
26 And the angel of the Lord spake unto Philip, saying, Arise, and go toward the south unto the way that goeth down from Jerusalem unto Gaza, which is desert.
27 And he arose and went: and, behold, a man of Ethiopia, an eunuch of great authority under Candace queen of the Ethiopians, who had the charge of all her treasure, and had come to Jerusalem for to worship,
28 Was returning, and sitting in his chariot read Esaias the prophet.
29 Then the Spirit said unto Philip, Go near, and join thyself to this chariot.
30 And Philip ran thither to him, and heard him read the prophet Esaias, and said, Understandest thou what thou readest?
31 And he said, How can I, except some man should guide me? And he desired Philip that he would come up and sit with him.
32 The place of the scripture which he read was this, He was led as a sheep to the slaughter; and like a lamb dumb before his shearer, so opened he not his mouth:
33 In his humiliation his judgment was taken away: and who shall declare his generation? for his life is taken from the earth.
34 And the eunuch answered Philip, and said, I pray thee, of whom speaketh the prophet this? of himself, or of some other man?
35 Then Philip opened his mouth, and began at the same scripture, and preached unto him Jesus.
36 as they went on their way, they came unto a certain water: and the eunuch said, See, here is water; what doth hinder me to be baptized?
37 And Philip said, If thou believest with all thine heart, thou mayest. And he answered and said, I believe that Jesus Christ is the Son of God.
Prophecies in the book of Zechariah about Jesus' betrayal
Zechariah 11:10
10And I took my staff, even Beauty, and cut it asunder, that I might break my covenant which I had made with all the people. 11And it was broken in that day: and so the poor of the flock that waited upon me knew that it was the word of the LORD.
12And I said unto them, If ye think good, give me my price; and if not, forbear. So they weighed for my price thirty pieces of silver.
13And the LORD said unto me, Cast it unto the potter: a goodly price that I was prised at of them. And I took the thirty pieces of silver, and cast them to the potter in the house of the LORD.
I might be assuming alot about your knowledge of Christianity Scripture. But I urge you to research the prophecies fulfilled by jesus.