Don’t forget that Jesus existed before Mary did. Long, long, long before.
He pre-existed as the God the Son, the Second Person of the Trinity. But as Jesus, the Son of God made flesh, he was born of the Virgin Mary:
Luke 1:30-31:
"And the angel said to her, “Do not be afraid, Mary, for you have found favor with God. And behold, you will conceive in your womb and bear a son, and you shall call his name Jesus.
True.
Jesus also existed long, long, long before Israel, Israelites or Jews existed. So in that sense, He wasn't Jewish.