I needn't prove that Origen and Clement identified Agrippa as the messiah of Daniel 9:26. That's well established in the literature. But look at what Origen is reported to witness among the Jews of his period - they had the same interpretation.
As Bill Adler notes (the Jewish apocalyptic heritage in early Christianity):
Origen acknowledges that some interpreters of Daniel 9:26 identified the coming prince with 'Christ' (i.e. Jesus) ... [he says that] the figure instead should be identified either as Herod or as Agrippa (the latter he says on the authority of a 'Jewish history'). In either case it was with one of these foreign rulers that the oracle of Jacob was fulfilled. (p. 235)
Yet we should note that Rashi and the Jewish tradition typically identifies Agrippa as thoroughly Jewish.
Adler is citing here the Latin translation of Origen's Commentary on Matthew which incidentally has a NUMBER of tantalizing tidbits like this (I can't believe the existing text stops only book 15). The point is that when Nachmanides says that the tradition that Agrippa was the messiah of 9:26 went back to the sages of the time of Agrippa he was certainly right
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