Not going to make friends here, but...
Israel, as a political entity, did not exist in the time of Jesus.
The general area was referred to as “Palestina” with Jerusalem in the area called “Judea”. The Jews were a people without a country.
Jesus was what we would call a legal resident of the Roman providence called Palestina and/or Judea. He could then, accurately, called a Palestinian or a Judean, or more specifically, a Nazarene. Culturally, he was a Jew.
It would be like someone saying that I was an American. It doesn’t mean that I am not a Christian, it is a reference to where I live, not who I am.
I tried to say that, but Nooooo.....