You should go to some of the Jews (Judaism) sites, like Judaism 101, to learn what they are looking for in the messiah.They have accepted and served a gentile king in the past so no reason to think they wouldn't again.
Joh 19:15 But they cried out, Away with him, away with him, crucify him. Pilate saith unto them, Shall I crucify your King? The chief priests answered, We have no king but Caesar.