Can you please look at the web link below and let me know your comments. I was asked by another protestant before about that same issue and do not really know where they got this from
The Coptic Church or the Abyssinian Coptic Orthodox Church referred to in this article is the Ethiopian church. The Abyssinian Church was created, when Christianity was adopted in Abyssinia in the 4th Century. About A.D. 330, Frumentius was made first bishop of Ethiopia by St Athanasius, patriarch of Alexandria. Because of this close relationship between the Ethiopian Church and the Coptic Church the former is identified sometimes as the ‘Ethiopian Coptic Church’ or as in this article ‘Abyssinian Coptic Orthodox Church’ or simply as the Coptic Church and thus mistakenly referred its origins to ancient Egypt.
Many legends have been said about the fate of Pontius Pilate after the crucifixion of our Lord Jesus Christ. Early Christian texts did their best to acquit Pilate from the death of Jesus. In his Apologeticum, the Scholar Tertullian thinks that Pilate was a Christian at heart. The author of the text known as the Didascalia apostolorum (5.19.4) informs us that Pilate did in fact not consent with the wicked deeds of the Jews. St. Augustine of Hippo (354-430), classified Pilate among the prophets in one of his sermons (#201).
We know from history that Pilate was in fact dismissed from his position right after our Lord’s crucifixion but we do not exactly know what happened to him after his dismissal. There is an old tradition, however, that Pilate committed suicide. If true, it may have been because he had fallen into disfavor, although there is no reason why he should have. The Christian author Eusebius, who tells the story, thinks that the former governor felt remorse for the execution of Jesus (History of the church, 2.7.1).
The Ethiopian church believes that Pilate became Christian and was martyred. She canonized him as a saint in the sixth century because he absolved himself from guilt in the crucifixion and she assigned June 25 to him and to Claudia Procula, his wife. The belief that Claudia became a Christian goes back to the second century, and may be found in Origen (Hom., in Mat., xxxv). The Greek Church assigns her a feast on 27 October. Our Coptic Orthodox Church did not canonize Pontius Pilate.