Short answer: nobody knows.
The Three Kings, also known as the Magi, are in the bible. However, not much is said about them. "Wise men from the east" is about all the description we get. We don't know what country they came from. We don't know what religion they were. We don't know if they were rich or not (although they had rich gifts). We don't even know how many of them there were. And the bible certainly never gives thier names.
Most of the lore about the Magi have come from embellishments added relatively recently. For example, why do we say there are "3" Magi? Because it is peotically and theatrically convienient to have one Magi per gift. I'm sure someone has made up names for them somewhere, but it's probably for a work of fiction. Ask God when you get to heaven.
