There is only a single incident in which the word "covenant" is mentioned in the gospels, and that is the institution of a new covenant at last supper:
Matt 26.28 (LEB)
for this is my blood of the covenant which is poured out for many for
the forgiveness of sins.
So here Christ is clearly instituting a covenant in which his own blood is poured out for "many" for the forgiveness of sins. So who is this "many"? Does it include gentiles?
Paul clearly intended that all who believe without regard for gender or ethnicity, are considered to be the true (spiritual) children of Abraham and the heirs of the Promise:
Gal 3.26-29
For you are all sons of God through faith in Christ Jesus, for as many
of you as were baptized into Christ have put on Christ. There is
neither Jew nor Greek, there is neither slave nor free, there is
neither male and female, for you are all one in Christ Jesus. And if
you are Christ’s, then you are descendants of Abraham, heirs according
to the promise.
Thus in one sense we can say the covenant is only for the descendents of Abraham, but only with the understanding that one becomes a descendent of Abraham by faith in Christ, regardless of whether they are jew or greek according to the flesh.
Rom 4.16-17 LEB:
Because of this, it is by faith, in order that it may be according to
grace, so that the promise may be secure to all the descendants, not
only to those of the law, but also to those of the faith of Abraham,
who is the father of us all (just as it is written, “I have made you
the father of many nations”) before God, in whom he believed, the one
who makes the dead alive and who calls the things that are not as
though they are,
As Hebrews is clearly referencing the covenant sealed with Christ's blood (Hebrews 9.24-26) - unless you believe Christ died twice or that his blood was used to seal two different covenants, one of which he spoke and another of which he didn't speak - we should accept Christ's own description of the purpose of the covenant in which his blood was shed for the forgiveness of sins. It applies to all those who believe.
John 5.24 ESV
"I tell you the truth, whoever hears my word and believes him who sent me has eternal life and will not be condemned; he has crossed over from death to life.
And there is a clear distinction between those who believe on him and the Israel after the flesh:
John 1.11-12 (LEB)
He came to his own things, and his own people did not receive him. But
as many as received him—to those who believe in his name—he gave to
them authority to become children of God
This distinction between the "Israel of God" and "Israel after the flesh" was made by Paul:
For neither is circumcision anything nor uncircumcision, but a new
creation. And all those who follow this rule, peace and mercy be on
them and on the Israel of God. Galatians 6.15-16
and also:
Consider Israel according to the flesh: are not the ones who eat the
sacrifices sharers in the altar? 1 Cor 10.18
The idea being that the Israel of God consists of those who are "in Christ" by virtue of the shedding of Christ's blood in the new covenant, whereas Israel after the flesh are the ones still trying to kill goats and follow the outward commandments even after God destroyed the temple and the sacrifices and any possibility of complying with the letter of the law of the Moses.
Moreover Hebrews is clear that those sanctified are the "brothers" of Christ:
“For he who sanctifies and those who are sanctified all have one
source. That is why he is not ashamed to call them brothers” Heb 2.11 ESV
But who did Christ call 'brother'?
And looking about at those who sat around him, he said, “Here are my
mother and my brothers! For whoever does the will of God, he is my
brother and sister and mother.” Mark 3.33-34 ESV
And what is the will of God? To do God's work, which is to believe on him whom he has sent. Everyone who does that will have eternal life in the new covenant:
Then they said to him, “What must we do, to be doing the works of
God?” Jesus answered them, “This is the work of God, that you
believe in him whom he has sent.” John 6.29 LEB
That does not mean that Israel after the flesh was treated in exactly the same way as gentiles after the flesh. In the flesh, they were treated differently!
Christ came "to the jew first and then the gentiles". Jews after the flesh got to see Christ in the flesh. But the true children of Abraham, both jew and greek, must see Christ in the spirit, and it is those who see Christ in the spirit that Christ calls "brothers", not those who saw him in the flesh!
Matt 16.17 ESV
And Jesus answered him, “Blessed are you, Simon Bar-Jonah! For flesh
and blood has not revealed this to you, but my Father who is in
heaven.
Those who saw him in the flesh, who could hear his audible voice, obviously had the first opportunity to believe in him and thus see him in the spirit. But they also got the first punishments for not doing so:
There will be affliction and distress for every human being who does
evil, of the Jew first and of the Greek, but glory and honor and peace
to everyone who does good, to the Jew first and to the Greek. For
there is no partiality with God. Romans 2.9-11 LEB
Christ himself prophecied of the punishment that would come to Jerusalem as a result of their rejection of him:
Luke 19.41-44 ESV
And when he approached and saw the city, he wept over it, saying, “If
you had known on this day—even you—the things that make for peace! But
now they are hidden from your eyes. For days will come upon you and
your enemies will put up an embankment against you, and will surround
you and press you hard from all directions. And they will raze you to
the ground, you and your children within you, and will not leave a
stone upon a stone within you, because you did not recognize the time
of your visitation.”
Thus the advantage that Israel after the flesh obtained was one of first opportunity in both blessings and curses, because Jesus was a jew and did miracles for the jews and in sight of the jews. So that's certainly a great benefit! But the covenant is a spiritual covenant that is entered by faith. It applies to the spiritual heirs of Abraham, the ones who are heirs by faith. These are the Israel of God, wherever God has placed them among the nations, both jew and greek, male and female, rich and poor, young and old, slave and free.
The flesh counts for nothing, only the spirit gives life. John 6.63 LEB