Romans 9:4

Who are Israelites--See Rom 11:1; Co2 11:22; Phi 3:5. to whom pertaineth--"whose is" the adoption--It is true that, compared with the new economy, the old was a state of minority and pupilage, and so far that of a bond-servant (Gal 4:1-3); yet, compared with the state of the surrounding heathen, the choice of Abraham and his seed was a real separation of them to be a Family of God (Exo 4:22; Deu 32:6; Isa 1:2; Jer 31:9; Hos 11:1; Mal 1:6). and the glory--that "glory of the Lord," or "visible token of the Divine Presence in the midst of them," which rested on the ark and filled the tabernacle during all their wanderings in the wilderness; which in Jerusalem continued to be seen in the tabernacle and temple, and only disappeared when, at the Captivity, the temple was demolished, and the sun of the ancient economy began to go down. This was what the Jews called the "Shekinah." and the covenants--"the covenants of promise" to which the Gentiles before Christ were "strangers" (Eph 2:12); meaning the one covenant with Abraham in its successive renewals (see Gal 3:16-17). and the giving of the law--from Mount Sinai, and the possession of it thereafter, which the Jews justly deemed their peculiar honor (Deu 26:18-19; Psa 147:19-20; Rom 2:17). and the service of God--or, of the sanctuary, meaning the whole divinely instituted religious service, in the celebration of which they were brought so nigh unto God.

— Jamieson-Fausset-Brown Commentary (public domain)