Since I have some time and would rather be looking at scripture, let me explain the entire Chapter in its context:
1 I tell the truth in Christ, I am not lying, my conscience also bearing me witness in the Holy Spirit, 2 that I have great sorrow and continual grief in my heart. 3 For I could wish that I myself were accursed from Christ for my brethren, my countrymen according to the flesh, 4 who are Israelites, to whom pertain the adoption, the glory, the covenants, the giving of the law, the service of God, and the promises; 5 of whom are the fathers and from whom, according to the flesh, Christ came, who is over all, the eternally blessed God. Amen.
Ok, every passage in this Chapter is about the earthly state of the Jews and Gentiles, and what was happening with each. At the present time the Jews were being bypassed by God in favor of the Gentiles. Paul wasn't happy to see them being bypassed and the gospel being preached to the Gentiles in the earth instead, so he was saying the above.
6 But it is not that the word of God has taken no effect. For they are not all Israel who are of Israel, 7 nor are they all children because they are the seed of Abraham; but, “In Isaac your seed shall be called.” 8 That is, those who are the children of the flesh, these are not the children of God; but the children of the promise are counted as the seed. 9 For this is the word of promise: “At this time I will come and Sarah shall have a son.”
Again, this is about what was happening in the earth. Paul was explaining why the gospel was being preached to the Gentiles now, and it was because the promise was not to Israel's "seed" in the flesh but to his seed spiritually. But again, the discussion is about why God was now turning to the Gentiles to preach to them the gospel in the earth.
10 And not only this, but when Rebecca also had conceived by one man, even by our father Isaac 11 (for the children not yet being born, nor having done any good or evil, that the purpose of God according to election might stand, not of works but of Him who calls), 12 it was said to her, “The older shall serve the younger.” 13 As it is written, “Jacob I have loved, but Esau I have hated.” 14 What shall we say then? Is there unrighteousness with God? Certainly not! 15 For He says to Moses, “I will have mercy on whomever I will have mercy, and I will have compassion on whomever I will have compassion.” 16 So then it is not of him who wills, nor of him who runs, but of God who shows mercy. 17 For the Scripture says to the Pharaoh, “For this very purpose I have raised you up, that I may show My power in you, and that My name may be declared in all the earth.” 18 Therefore He has mercy on whom He wills, and whom He wills He hardens.
These are now two different illustrations of decisions God made about what fate people would suffer in the earth, not in eternity. He determined in advance that Jacob would be blessed and Esau would not, to illustrate the principle that "it is not by might, nor by power, but by My Spirit" says the Lord, and "when you prosper, do not say, 'My hand has gotten me this wealth,' for it is the Lord who has caused you to prosper." He knew Esau would be a very fleshly man before he was even born, and chose to illustrate that the power of the flesh will not determine whom God chooses to bless and who He does not in the earth.
He also uses Pharaoh as an illustration of the same point. Who was stronger in the flesh, the Israelites or the Egyptian army? Obviously the Egyptians were, but there was nothing they could do to stop the Israelites from leaving Egypt, because "It is not by power, nor by might, but by My Spirit" says the Lord.
19 You will say to me then, “Why does He still find fault? For who has resisted His will?” 20 But indeed, O man, who are you to reply against God? Will the thing formed say to him who formed it, “Why have you made me like this?” 21 Does not the potter have power over the clay, from the same lump to make one vessel for honor and another for dishonor?
This is now an indictment against fleshly Israel in Paul's time, because they were without excuse for having rejected their Messiah. They could not simply say, "Who has resisted His will?" They had rejected Him, and now He was turning to the Gentiles. Like Jacob, spiritual Israel was now being blessed with "the covenants, and the adoption, and the glory" in the earth instead of natural Israel, and like Esau, natural Israel was essentially selling their spiritual birthright for a bowl of porridge. But this was not about salvation, but about the current spiritual state of the Jews and the Gentiles at the time Paul was writing, and why God was turning to them now, which is what he refers to in the next verse:
22 What if God, wanting to show His wrath and to make His power known, endured with much longsuffering the vessels of wrath prepared for destruction, 23 and that He might make known the riches of His glory on the vessels of mercy, which He had prepared beforehand for glory, 24 even us whom He called, not of the Jews only, but also of the Gentiles?
This "glory" he is referring to is described by Paul elsewhere as follows:
1 For this reason I, Paul, the prisoner of Christ Jesus for you Gentiles— 2 if indeed you have heard of the dispensation of the grace of God which was given to me for you, 3 how that by revelation He made known to me the mystery (as I have briefly written already, 4 by which, when you read, you may understand my knowledge in the mystery of Christ), 5 which in other ages was not made known to the sons of men, as it has now been revealed by the Spirit to His holy apostles and prophets: 6 that the Gentiles should be fellow heirs, of the same body, and partakers of His promise in Christ through the gospel, 7 of which I became a minister according to the gift of the grace of God given to me by the effective working of His power. 8 To me, who am less than the least of all the saints, this grace was given, that I should preach among the Gentiles the unsearchable riches of Christ, 9 and to make all see what is the fellowship of the mystery, which from the beginning of the ages has been hidden in God who created all things through Jesus Christ; 10 to the intent that now the manifold wisdom of God might be made known through the church unto the principalities and powers in the heavenly places, 11 according to the eternal purpose which He accomplished in Christ Jesus our Lord (Ephesians 3:1-11)
This is thus what Paul is talking about when he finishes out the rest of Romans 9:
25 As He says also in Hosea: “I will call them My people, who were not My people, and her beloved, who was not beloved.” 26 “And it shall come to pass in the place where it was said to them, ‘You are not My people,’ there they shall be called sons of the living God.” 27 Isaiah also cries out concerning Israel: “Though the number of the children of Israel be as the sand of the sea, the remnant will be saved. 28 For He will finish the work and cut it short in righteousness, because the Lord will make a short work upon the earth.” 29 And as Isaiah said before: “Unless the Lord of Sabaoth had left us a seed, we would have become like Sodom, and we would have been made like Gomorrah.” 30 What shall we say then? That Gentiles, who did not pursue righteousness, have attained to righteousness, even the righteousness of faith; 31 but Israel, pursuing the law of righteousness, has not attained to the law of righteousness. 32 Why? Because they did not seek it by faith, but as it were, by the works of the law. For they stumbled at that stumbling stone. 33 As it is written: “Behold, I lay in Zion a stumbling stone and rock of offense, and whoever believes on Him will not be put to shame.”
