“I did not find it in the text.”
Paul wrote the book of Romans, not surprisingly, to all of the believers in Rome:
Romans 1:7
To all who are in Rome, beloved of God, called to be saints:
Grace to you and peace from God our Father and the Lord Jesus Christ.
There were thousands of devout Jews converted to Christ at Pentecost, when Holy Spirit came down, and the Church began. These included many visitors from Rome:
Acts 2:10
Phrygia and Pamphylia, Egypt and the parts of Libya adjoining Cyrene, visitors from Rome, both Jews and proselytes...
There was also a scattering of believers, other than the apostles, away from Jerusalem:
Acts 8:1
Now Saul was consenting to his death. At that time a great persecution arose against the church which was at Jerusalem; and they were all scattered throughout the regions of Judea and Samaria, except the apostles.
And here is the Biblical record of Jews, including Jewish Christians, being kicked out of Rome:
Acts 18:1-2
After these things Paul departed from Athens and went to Corinth. And he found a certain Jew named Aquila, born in Pontus, who had recently come from Italy with his wife Priscilla (because Claudius had commanded all the Jews to depart from Rome); and he came to them.
When Paul wrote the book of Romans, he had not traveled there yet:
Romans 1:13
Now I do not want you to be unaware, brethren, that I often planned to come to you (but was hindered until now), that I might have some fruit among you also, just as among the other Gentiles.
“I assume the Messiah is the root of the olive tree. Do you have a text that indicates the Messiah is the olive tree?”
I was not contradicting your assumption. The passage is telling us that we, Gentiles, have become partakers of the “root and fatness” of the olive tree. What I was describing to be not precisely correct in your first statement is “Righteous Gentiles are grafted onto Israel.” Gentile Christians are grafted into Christ, not into Israel. Gentiles and Jews who are followers of Christ are pictured here as branches.
Gentiles are not wild branches grafted into natural branches. We are grafted into the trunk of the tree. Now the passage does not specifically identify the trunk. We have an olive tree. We have branches. And we have a root AND what is described as “fatness.”
Romans 11:17
And if some of the branches were broken off, and you, being a wild olive tree, were grafted in among them, and with them became a partaker of the root and fatness of the olive tree...
When grafting a branch, it is not merely connected superficially to the bark of the trunk. It gets connected deep into the heart of the trunk. I believe that this is what the apostle has in mind with the term “fatness.” Our connection to the commonwealth of Israel is through our connection to Christ, not the other way around.
In other words, it is very important to keep in mind, Gentiles do not come to Christ by first becoming Jews. Yes, Jews and even the Gentile proselytes of Judaism, have a connection to Christ naturally through the commonwealth of Israel.
Paul is providing us a helpful illustration of the relationship between Jewish and Gentile followers of Christ. The admonition is to continue in faith and humility.