We have to remember that Paul preached from the Old Testament, and he used the story of Israel as his beginning point and then proclaimed that Israel’s long awaited Messiah had appeared as God in the flesh. Because of his teaching style, he wrote Romans 9 to answer one of the most difficult questions he faced from early gentile believers. Understanding the primary question Paul is addressing in Romans 9 is the key to understanding Romans 9-11 in it’s proper context.
When Israel rejected YHWH in the wilderness and instead gave her worship and devotion to a golden calf, God warned that He would visit in a future day of punishment and not in that generation. In this sober warning, we also find a promise that reveals the depth of the judgment and of the mercy of God. We must understand the promise that is both a promise of judgment and a promise of mercy to know God.