"Another theory I have is on the 'Immaculate Conception'
The alien Gabriel must have artificially inseminated Mary. How else do you explain a virgin that is pregnant?"

First, Immaculate Conception refers to the belief that Mary was born without Original Sin.
Second, given a choice between virgin impregnation and stoning, why would a young girl not claim that she was a pregnent virgin and the mother of the Messiah?