I suspect what you will see with Anti-Christ is a formation of a new world religion that draws links buried in most world religion. When you see the "wheel of religions" where it shows a symbol of each major religions as part of a whole, I'm of the opinion the anti-christ will be given power to bring that view to life and lead into that new belief. I suspect it will say to people that it is now "revealing" the truth that was "hidden in plain sight" all along.
Conjecture on my part.
As to being the Madhi, Islam isn't the only religion looking to the arrival of a messianic figure that will bring order out of Chaos. Whether the figure rises from Islam or elsewhere, humanity at that time will have been through chaos and danger and being what they are, will likely grab on to a strong "wise man" promising peace. Peace, so long as people will follow his way. And in the name of that peace, destroying all who disbelieve.
I couldn't imagine how it could come to pass as a child, but can we not see even now how people are moved to believe difference in belief is violence and worthy of violent suppression?
In the end, where he comes from is not so much the believer's concern, but rather being sure he must come, and being sure to listen for the voice of the shepherd whose kingdom is in heaven, and not to the voice of the god of this world who is given power but his time is short.