In a book, Land of the Seven Rivers by Sanjeev Sanyal, I saw a claim made by the author which says that Cleopatra and her son Caesarion wanted to flee to India to evade Roman arrest. Sanjeev Sanyal goes on to say that Cleopatra famously poisoned herself and Caesarion was convinced by traders to not go.

Is there any evidence, archaeological or liturgical, that Cleopatra and her son had planned to escape to India?