Ancestors by Philipp surname German family since 1700's
It's a relatively common German surname, so they could have come from Alsace, Switzerland, Silesia, Austria, Bohemia, elsewhere in present-day Germany or any other place I'm not aware of where German was spoken at the time, if they even moved at all. (Vital records only go back so far.)
It would've been useful to have included the year in which your ancestor was born and why you think they were from somewhere else. My best advice for when you hit a roadblock is this: History is incredibly important. Your ancestors didn't live in a vacuum; they were affected by wars, famines, religious persecution, natural disasters and the promise of a better life somewhere else. Study the area they lived in and note historical events which might have acted as push-pull factors. Take a look at other people from the area and try to figure out where they were from - look for clues of mass migration. I'm not at all familiar with Saxony, but, for example, some Swiss Calvinists migrated to Alsace and the Palatinate in the 16th and 17th centuries as their religion spread there. Look for other Philipps in the area and research them to see if they're all related to each other. Check out maiden names as well and see where they came from (women had an -in or -an ending on their surnames - a daughter of Johannes Baum could be Maria Anna Bauman.) Basically, don't limit yourself to details like who your ancestors were and how they connected to each other. Instead, find patterns—the larger family, mass migrations, etc.