When He heard that John had been arrested, He withdrew into Galilee.
References for Matthew 4:12
He left Nazareth behind and went to live in Capernaum by the sea, in the region of Zebulun and Naphtali.
This was to fulfill what was spoken through the prophet Isaiah:
Land of Zebulun and land of Naphtali, along the sea road, beyond the Jordan, Galilee of the Gentiles!
The people who live in darkness have seen a great light, and for those living in the shadowland of death, light has dawned.
References for Matthew 4:16
From then on Jesus began to preach, "Repent, because the kingdom of heaven has come near!"