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Romans 9:1 I say the truth in Christ, I lie not, my conscience also bearing me witness in the Holy Ghost, 2 That I have great heaviness and continual sorrow in my heart. 3 For I could wish that myself were accursed from Christ for my brethren, my kinsmen according to the flesh:
Paul like Moses (Exodus 32:32) was prepared to give up his own salvation if it were possible to save those of his nation who refused to believe.
Romans 9:4 Who are Israelites; to whom pertaineth the adoption, and the glory, and the covenants, and the giving of the law, and the service of God, and the promises;
Israel were adopted as the people of God and given his Law. The promises are those made to Abraham and his seed concerning the blessing of eternal inheritance.
Genesis 17:7 And I will establish my covenant between me and thee and thy seed after thee in their generations for an everlasting covenant, to be a God unto thee, and to thy seed after thee. 8 And I will give unto thee, and to thy seed after thee, the land wherein thou art a stranger, all the land of Canaan, for an everlasting possession; and I will be their God.
This was the gospel preached to Abraham
Genesis 22:18 And in thy seed shall all the nations of the earth be blessed; because thou hast obeyed my voice.
Galatians 3:8 And the scripture, foreseeing that God would justify the heathen through faith, preached before the gospel unto Abraham, saying, In thee shall all nations be blessed.
Acts 3:25 Ye are the children of the prophets, and of the covenant which God made with our fathers, saying unto Abraham, And in thy seed shall all the kindreds of the earth be blessed.
Romans 9:5 Whose are the fathers, and of whom as concerning the flesh Christ came, who is over all, God blessed for ever. Amen.
Matthew 1:1 The book of the generation of Jesus Christ, the son of David, the son of Abraham.
Romans 9:6 Not as though the word of God hath taken none effect. For they are not all Israel, which are of Israel: 7 Neither, because they are the seed of Abraham, are they all children: but, In Isaac shall thy seed be called. 8 That is, They which are the children of the flesh, these are not the children of God: but the children of the promise are counted for the seed. 9 For this is the word of promise, At this time will I come, and Sara shall have a son.
Ishmael was also a son of Abraham by Hagar, but was not heir to the promises which came through the promised seed by Sarah. Christ was the seed through Isaac in whom the promises would be realised.
Galatians 3:16 Now to Abraham and his seed were the promises made. He saith not, And to seeds, as of many; but as of one, And to thy seed, which is Christ.
The children of Abraham are counted as those that do the works of Abraham.
John 8:39 They answered and said unto him, Abraham is our father. Jesus saith unto them, If ye were Abraham’s children, ye would do the works of Abraham.
Many in Israel accepted Christ, the vast majority did not.
Romans 9:10 And not only this; but when Rebecca also had conceived by one, even by our father Isaac; 11 (For the children being not yet born, neither having done any good or evil, that the purpose of God according to election might stand, not of works, but of him that calleth;) 12 It was said unto her, The elder shall serve the younger. 13 As it is written, Jacob have I loved, but Esau have I hated.
Election is by the foreknowledge of God.
1 Peter 1:2 Elect according to the foreknowledge of God the Father, through sanctification of the Spirit, unto obedience and sprinkling of the blood of Jesus Christ...
Romans 8:29 For whom he did foreknow, he also did predestinate to be conformed to the image of his Son, that he might be the firstborn among many brethren.
Romans 9:14 What shall we say then? Is there unrighteousness with God? God forbid. 15 For he saith to Moses, I will have mercy on whom I will have mercy, and I will have compassion on whom I will have compassion. 16 So then it is not of him that willeth, nor of him that runneth, but of God that sheweth mercy.
We are not in a position to dispute what God chooses to do. We believe that he is a righteous God and will do only that which is just and right.
Jeremiah 9:24 But let him that glorieth glory in this, that he understandeth and knoweth me, that I am the LORD which exercise lovingkindness, judgment, and righteousness, in the earth: for in these things I delight, saith the LORD.
Romans 9:17 For the scripture saith unto Pharaoh, Even for this same purpose have I raised thee up, that I might shew my power in thee, and that my name might be declared throughout all the earth.
Pharaoh was an unrighteous man. He enslaved Israel and ordered the male children to be killed. God used Pharaoh’s own deceit and stubbornness and amplified it to show his power to all generations that would come after. The record of the 10 plagues, the deaths of the firstborn, the dividing of the Red Sea and the destruction of Pharaoh's army testify to his power.
Romans 9:18 Therefore hath he mercy on whom he will have mercy, and whom he will he hardeneth.
Mercy is God’s prerogative and not man’s ‘right’. We are completely in his hands.
Psalms 18:25 With the merciful thou wilt shew thyself merciful; with an upright man thou wilt shew thyself upright; 26 With the pure thou wilt shew thyself pure; and with the froward thou wilt shew thyself froward.
Romans 9:19 Thou wilt say then unto me, Why doth he yet find fault? For who hath resisted his will? 20 Nay but, O man, who art thou that repliest against God? Shall the thing formed say to him that formed it, Why hast thou made me thus? 21 Hath not the potter power over the clay, of the same lump to make one vessel unto honour, and another unto dishonour?
God as our maker is free to do what he wants with us.
Romans 9:22 What if God, willing to shew his wrath, and to make his power known, endured with much longsuffering the vessels of wrath fitted to destruction: 23 And that he might make known the riches of his glory on the vessels of mercy, which he had afore prepared unto glory, 24 Even us, whom he hath called, not of the Jews only, but also of the Gentiles?
In order to save people from successive generations God endures evil men. When his adopted people rejected and killed their messiah, God in his mercy opened the way to salvation for people who were not natural descendents of Abraham. In this way all nations will be blessed through Abraham’s seed.
Romans 9:25 As he saith also in Osee, I will call them my people, which were not my people; and her beloved, which was not beloved. 26 And it shall come to pass, that in the place where it was said unto them, Ye are not my people; there shall they be called the children of the living God.
Paul quotes Hosea, which on the surface is speaking of the final restoration of Israel, and applies it by divine inspiration to the gentiles.
Hosea 2:23 And I will sow her unto me in the earth; and I will have mercy upon her that had not obtained mercy; and I will say to them which were not my people, Thou art my people; and they shall say, Thou art my God.
Peter uses it in the same way.
1 Peter 2:10 who once were not a people but are now the people of God, who had not obtained mercy but now have obtained mercy.
Romans 9:27 Esaias also crieth concerning Israel, Though the number of the children of Israel be as the sand of the sea, a remnant shall be saved: 28 For he will finish the work, and cut it short in righteousness: because a short work will the Lord make upon the earth. 29 And as Esaias said before, Except the Lord of Sabaoth had left us a seed, we had been as Sodoma, and been made like unto Gomorrha.
A remnant of Israel will be saved when Christ returns.
Zechariah 12:10 And I will pour upon the house of David, and upon the inhabitants of Jerusalem, the spirit of grace and of supplications: and they shall look upon me whom they have pierced, and they shall mourn for him, as one mourneth for his only son, and shall be in bitterness for him, as one that is in bitterness for his firstborn.
Isaiah 35:10 And the ransomed of the LORD shall return, and come to Zion with songs and everlasting joy upon their heads: they shall obtain joy and gladness, and sorrow and sighing shall flee away.
Romans 9:30 What shall we say then? That the Gentiles, which followed not after righteousness, have attained to righteousness, even the righteousness which is of faith. 31 But Israel, which followed after the law of righteousness, hath not attained to the law of righteousness. 32 Wherefore? Because they sought it not by faith, but as it were by the works of the law. For they stumbled at that stumblingstone;
The Law was intended to convict men of sin because no one could keep it and failure in just one commandment brings death. They should see that because they have all broken the Law, they all require mercy to save them from death. If they want mercy from God, they have to show mercy to their fellow men. Man’s righteousness in the sight of God could never be his own.
Isaiah 64:6 But we are all as an unclean thing, and all our righteousnesses are as filthy rags; and we all do fade as a leaf; and our iniquities, like the wind, have taken us away.
Righteousness was always going to be imputed and not earned.
Romans 4:6 Even as David also describeth the blessedness of the man, unto whom God imputeth righteousness without works, 7 Saying, Blessed are they whose iniquities are forgiven, and whose sins are covered. 8 Blessed is the man to whom the Lord will not impute sin.
The Jews for the most part did not understand this and concentrated on ceremonial law for salvation. In doing this they became self-righteous and despised and maltreated their fellowmen. They sought salvation by their own works instead of believing that God would provide a way to save them from the consequences of their sins. Their judgment was flawed; they had no mercy and no belief that ‘God would provide himself a lamb’.
Matthew 23:23 Woe unto you, scribes and Pharisees, hypocrites! for ye pay tithe of mint and anise and cummin, and have omitted the weightier matters of the law, judgment, mercy, and faith: these ought ye to have done, and not to leave the other undone.
They could not accept the teachings of Christ or see their need for remission of sin which was only possible through his sacrifice.
Romans 9:33 As it is written, Behold, I lay in Sion a stumblingstone and rock of offence: and whosoever believeth on him shall not be ashamed.
Paul is quoting from the Septuagint translation of Isaiah.
Isaiah 28:16 Therefore thus saith the Lord, even the Lord, Behold, I lay for the foundations of Sion a costly stone, a choice, a corner–stone, a precious stone, for its foundations; and he that believes on him shall by no means be ashamed.
Christ in fulfilling the Law perfectly and giving his life to redeem those who believe (and obey) him becomes the only means of salvation for both Jew and gentile.
Mark 16:15 And he said unto them, Go ye into all the world, and preach the gospel to every creature. 16 He that believeth and is baptized shall be saved; but he that believeth not shall be damned.
Salvation is possible only by belief of, and obedience to, the gospel.
I hope this helps.