Just to make a point a wee bit clearer that I made in passing in a previous post. The key to understanding Romans 9 is the following question:
'Who is Israel?'
Let me bring this out a little bit...
The issue presenting Paul is this: - God made a covenant to his people Israel, yet many ethnic Jews are not believing in Jesus Christ, the Jewish messiah...are they saved? ...are they in the new covenant? And the most pressing and frightening question: - 'Has God's word failed?' (See v. 6), if God cannot keep his 'old' covenant to His people, then how can we trust Him to keep his 'new' covenant with Christians? We cannot be grafted into a dead tree!
Paul is therefore clarifying in Rom. 9 who exactly Israel is, distinguishing ethnic Israel, and the Remnant, the Children of the promise, the true seed of Abraham - and to them God has kept his promises perfectly. Therefore those individuals that he has elected unto salvation just like the remnant, he will keep in his palm, and the covenant will be kept perfectly.
The key to Rom. 9 is not therefore about God 'choosing' his ethnic people Israel over Edom, it’s not simply about Gentile inclusion, and it is not even simply about election unto salvation - although there is certainly an element of all this within the passage. The key is Paul asserting perfectly that God has flawlessly kept his covenant to his people, his word has not failed, and therefore his chosen people in the new covenant can trust his promises perfectly.