Hello, you won’t be able to prove its existence because of course it never happened because the Bible is only stories of people made up but in real places. We know that Israel is a real place because it is in the Middle East. We know that the wilderness of Sinai exists but if people lived in that area who knows it is hard to prove. That area of people would be the Exodus, the wilderness does not look like anyone has ever lived there.
The Bible alone has a story of a people that were led into the very same wilderness by an Egyptian Prince named Moses that converted to Hebrew. Hence it is a story told by God alone. Can we ask if God told these stories to hurt us? Did the stories of the Bible put faith on Earth? Did people actually believe these stories and felt ruined by them? You ask yourself what the effect of these Bible stories had on people, were they negative or positive? You judge for yourself what may have been God’s reason for doing these things? What is religion, is it of God or of nothing?