Paul’s anguish over Israel, though not stated until 10:1 and 11:11 and 11:23, is that they do not believe in Jesus as Messiah. Paul worries over Israel’s salvation and he worries the Gentiles in Rome will be glad to have them out and he wonders how God can be faithful if Israel does not respond to the Messiah.
Wright thinks Paul was arguing uphill with his Gentile audience that they should concern themselves with the fate of ethnic Israel.
He pokes his heart three times in 9:1 and expresses his grief in 9:2 and even wishes himself cursed in 9:3.

9:4-5 lists the privileges of Israel:
Israelites
Adoption
Glory
Covenants
Giving of the Torah
Worship
Promises
Patriarchs
Messiah
These are all now summed in the Messiah and given to those who are “in Christ.” Spare a thought, he says, for Israel!
Romans 9:5 explicitly calls Jesus God. Wright translates: “from them comes the Messiah, according to the flesh, who is over all, God blessed for ever, Amen.”