Read these sections (I added Hebrews 8 and 9 since the writer adds information regarding the New Covenant). I bolded a statement in Hebrews 9 which helps us understand who Israel and Judah are in the New Covenant. The physical government known today as "Israel" is not what Ezekiel, Jeremiah or the writer of Hebrews is referring to.
Ezekiel 36:37
“Thus says the Lord God: This also I will let the house of Israel ask me to do for them: to increase their people like a flock.
Jeremiah 31:31-34
“Behold, the days are coming, declares the Lord, when I will make a new covenant with the house of Israel and the house of Judah, not like the covenant that I made with their fathers on the day when I took them by the hand to bring them out of the land of Egypt, my covenant that they broke, though I was their husband, declares the Lord. For this is the covenant that I will make with the house of Israel after those days, declares the Lord: I will put my law within them, and I will write it on their hearts. And I will be their God, and they shall be my people. And no longer shall each one teach his neighbor and each his brother, saying, ‘Know the Lord,’ for they shall all know me, from the least of them to the greatest, declares the Lord. For I will forgive their iniquity, and I will remember their sin no more.”
Hebrews 8:6-13
But as it is, Christ has obtained a ministry that is as much more excellent than the old as the covenant he mediates is better, since it is enacted on better promises. For if that first covenant had been faultless, there would have been no occasion to look for a second. For he finds fault with them when he says: “Behold, the days are coming, declares the Lord, when I will establish a new covenant with the house of Israel and with the house of Judah, not like the covenant that I made with their fathers on the day when I took them by the hand to bring them out of the land of Egypt. For they did not continue in my covenant, and so I showed no concern for them, declares the Lord. For this is the covenant that I will make with the house of Israel after those days, declares the Lord: I will put my laws into their minds, and write them on their hearts, and I will be their God, and they shall be my people. And they shall not teach, each one his neighbor and each one his brother, saying, ‘Know the Lord,’ for they shall all know me, from the least of them to the greatest. For I will be merciful toward their iniquities, and I will remember their sins no more.” In speaking of a new covenant, he makes the first one obsolete. And what is becoming obsolete and growing old is ready to vanish away.
Hebrews 9:11-15
But when Christ appeared as a high priest of the good things that have come, then through the greater and more perfect tent (not made with hands, that is, not of this creation) he entered once for all into the holy places, not by means of the blood of goats and calves but by means of his own blood, thus securing an eternal redemption. For if the blood of goats and bulls, and the sprinkling of defiled persons with the ashes of a heifer, sanctify for the purification of the flesh, how much more will the blood of Christ, who through the eternal Spirit offered himself without blemish to God, purify our conscience from dead works to serve the living God.
Therefore he is the mediator of a new covenant, so that those who are called may receive the promised eternal inheritance, since a death has occurred that redeems them from the transgressions committed under the first covenant.