Al-Mu'jam al-Awsat 6599 — from the Messenger of Allah ﷺ that he ﷺ

Sayyiduna Abdullah bin Mas'ud (may Allah be pleased with him) narrates from the Messenger of Allah (peace and blessings be upon him) that he (peace and blessings be upon him) said: "The Children of Israel appointed a caliph over themselves. He stood up to pray on a moonlit night on the roof of Bayt al-Maqdis, and he remembered some (blameworthy) deeds he had done. So he climbed down by a rope, and in the morning the rope was found hanging from the mosque while he had gone. He kept walking until he came to a people on the seashore, and he saw that they were making bricks. He asked them how much payment they took for these bricks. They told him, so he joined them (in the work) and began to eat from the earnings of his own hands. Whenever the time of prayer came, he would purify himself and pray. The matter of this labourer was reported to their dihqan (local chief): 'There is a man among us who does such and such.' The chief sent for him, but he refused to come. Then the chief himself came to him riding on his mount. When the man saw him, he ran away; the chief pursued him and got ahead of him. The chief said: 'Give me time so that I may speak a word with you.' So he stopped until he spoke with him. He told him that he had been a king and had fled out of fear of his sin. The chief said: 'I too will join you.' So the two of them worshipped Allah at a place in Egypt called Rumaylah."
Sayyiduna Abdullah bin Mas'ud (may Allah be pleased with him) said: "If I were in Egypt, I would show you that place in the light of the signs that the Messenger of Allah (peace and blessings be upon him) described."
Imam al-Tabarani (may Allah have mercy on him) said: "No one narrated this hadith from Simak except Qays bin al-Rabi'."