Gentiles were not raised in that system of Law, works and zealousness for the Law. The Lord chose a mystery to be revealed ONLY through Paul whereby the Gentiles were saved through grace. If you will recall:
Ephesians 2:12 That at that time ye were without Christ, being aliens from the commonwealth of Israel, and strangers from the covenants of promise, having no hope, and without God in the world:
The Israel in view is not the nation of Israel but spiritual Israel, the Israel of God. Paul is saying that while they were yet without Christ, they, of necessity, were not part of spiritual Israel, but they would become so through Christ.
When the Lord set aside Israel because of their rejection of Him, Gentiles could only acquire salvation through grace since Israel, having rejected and crucified the Lord were not about to remain the light to the world, because at that time, Gentiles had to become Jews in order to acquire salvation. Israel failed and fell, and so the Lord revealed what He knew would have to come to fruition what was hidden in Him from the creation of the world.
The Jews the Gentiles had/have to become are the spiritual Jews, the true Jews, not Jews of the nation of Israel - just as the true Israel is spiritual Israel, not the nation of Israel. Gentiles are those made spiritual Jews by God and include the elect of all nations and whom God chose to save - but not because of their nationality nor physical linage.
Wisdom is precisely the definition of "mystery," of which was revealed only to Paul. If we were to walk in the shoes of the Jews at that time, what Paul spoke was indeed hard for them to understand the mechanism by which Gentiles could be filled with Holy Spirit apart from becoming a Jew. Yes. They were shocked and amazed, as is indicated in the Acts of the Apostles, the Book of Acts.
No, spiritual wisdom is from the Holy Spirit who dwells within all of those chosen upon by Christ upon their becoming born-again.
[1Jo 2:27 KJV] 27 But the anointing which ye have received of him abideth in you, and ye need not that any man teach you: but as the same anointing teacheth you of all things, and is truth, and is no lie, and even as it hath taught you, ye shall abide in him.
Yes, there were many Jews scattered abroad, who were also His sheep. If you recall, the northern ten tribes, which comprised Israel, with Judah being the remaining tribes in the south, were still scattered abroad after having been conquered and taken captive by the Assyrians in about 722 BC. They were not of the two tribes of Judah after the split in the kingdom.
His sheep are all those who He had made His sheep. It is not a function of physical linage but of God's choice.
It transcends all physical affiliations.