According to the Bible, the Three Kings were guided to Jesus by a shining star.
Here we have two different uses of da beside each other. I wonder if an alternative translation could be "… the Three Kings were guided by Jesus to a shining star”.
Interesting, but didn’t the star do the guiding? Perhaps the first “da” should be “a” Gesù…sono stati condotti a Gesù da una stella luminisa".
Another thought-provoking post - morbrorissimo;-)
You know your biblical history! 
I’m flattered 
I am not sure that you can say “a” instead of “da” if you want to indicate the direction to a person. We probably all know the “dal dentista” example.
But another thing is interesting here:
According to the bible these persons were neither three nor kings, but magicians (and no number given). Magicians and astrologers are much likelier to follow a star than kings, so it is plausible,
They became kings only a few hundred years later in christian writing and folklore.
So their Italian name is at least halfway right, whereas the English name is just as wrong as the German.
Does someone know how these “magi” are called in other languages?
In Swedish they’re called “de tre vise män”, the three wise men, the three sages.
And in song “We three Kings of orient are…”
Perhaps our friend @mike-lima can shed some luce;-)
I do like “Stando a” - a very useful phrase.
In Italy the children get presents on “holy three kings day” from the witch Befana … another not exactly biblical person.
I think in darker days there was even a “Befana fascista”, so in all times people used these stories for their own ends.
It is not wrong to use “a Gesù”, and it avoid the two confusing “da” in a row, so I would probably use that instead of the version with “da”.
I think we would use “a” in general when the destination is a place, and “da” when it is a person, but it is not always the case.