Yes. I know of someone who did research years ago to find this ‘Medrash’ and came up with nothing. Somewhere on some site somebody mentioned that his Rebbi asked Reb Chaim Kanievsky about it and he answered, ?????? ??? ???? ????. OnTheMainLine wrote out the whole story and concluded with, this is a Palastinian Medrash. The earliest mention of this story is someone who heard it from an Arab. Although, it is not the greatest Kasha, but in Chazal we find that the Makom Hamikdash was chosen from creation.
I came to realize that many Shlomo Hamelech stories in my Otzar Midrashim that sounded queer probably share the same source.