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>Jesus was a Jew
This is not the gotcha you think it is. He was a Judean, yes, therefore a Jew. But ancient Jews are not the same as modern Jews.
Sephardim are Edomites with no relation to Abraham and Ashkenazim are literally central asian tribals who adopted Judaism after their chief organized a contest to determine which religion is better in the 9th century. On top of that pretty much all the modern "Jews" have heavily retconned the Torah with the Talmud (except for tiny fringe groups like the Karaites).