Are not all Jews elected, many of whom are now dead?
No, not all Jews are elect. That's why only a remnant of all Jews will be saved (Romans 9:27)
The unelect Jews are those Jews who are not considered by God to be Israel: "Not as though the word of God hath taken none effect. For they are not all Israel, which are of Israel: Neither, because they are the seed of Abraham, are they all children: but, In Isaac shall thy seed be called. That is, They which are the children of the flesh, these are not the children of God: but the children of the promise are counted for the seed. For this is the word of promise, At this time will I come, and Sara shall have a son. And not only this; but when Rebecca also had conceived by one, even by our father Isaac; (For the children being not yet born, neither having done any good or evil, that the purpose of God according to election might stand, not of works, but of him that calleth)..." (Romans 9:6-11).
Just as unelect Jews are not considered by God to be Israel, so they are not considered by God to be his children, or the children of Abraham, but the children of the devil: "They answered and said unto him, Abraham is our father. Jesus saith unto them, If ye were Abraham's children, ye would do the works of Abraham. But now ye seek to kill me, a man that hath told you the truth, which I have heard of God: this did not Abraham. Ye do the deeds of your father. Then said they to him, We be not born of fornication; we have one Father, even God. Jesus said unto them, If God were your Father, ye would love me: for I proceeded forth and came from God; neither came I of myself, but he sent me. Why do ye not understand my speech? even because ye cannot hear my word. Ye are of your father the devil, and the lusts of your father ye will do. He was a murderer from the beginning, and abode not in the truth, because there is no truth in him. When he speaketh a lie, he speaketh of his own: for he is a liar, and the father of it. And because I tell you the truth, ye believe me not. Which of you convinceth me of sin? And if I say the truth, why do ye not believe me? He that is of God heareth God's words: ye therefore hear them not, because ye are not of God" (John 8:39-47).
(This is true not only about unelect Jews, but unelect Gentiles as well, for all of the unelect are considered by God to the children of the devil: "the tares are the children of the wicked one; The enemy that sowed them is the devil" -- Matthew 13:38-39.)
Unelect Jews are not even considered by God to be Jews: "I know the blasphemy of them which say they are Jews, and are not, but are the synagogue of Satan" (Revelation 2:9); "the synagogue of Satan, which say they are Jews, and are not, but do lie" (Revelation 3:9).
All of the elect, however, regardless of whether they are Jews or Gentiles, are considered by God to be Jews: "For he is not a Jew, which is one outwardly; neither is that circumcision, which is outward in the flesh: But he is a Jew, which is one inwardly; and circumcision is that of the heart, in the spirit, and not in the letter; whose praise is not of men, but of God" (Romans 2:28-29). "For we are the circumcision, which worship God in the spirit, and rejoice in Christ Jesus, and have no confidence in the flesh" (Philippians 3:3).
Similarly, all of the elect, regardless of whether they are Jews or Gentiles, are considered by God to be Israel (Romans 9:6-24).
All Jewish Christians remain Jews and remain Israel: "I am verily a man which am a Jew" (Acts 22:3); "I also am an Israelite, of the seed of Abraham, of the tribe of Benjamin" (Romans 11:1).
All Gentile Christians have been grafted into Israel: "thou, being a wild olive tree, wert graffed in among them" (Romans 11:17); "ye were without Christ, being aliens from the commonwealth of Israel, and strangers ... Now therefore ye are no more strangers and foreigners, but fellowcitizens" (Ephesians 2:12,19); "if ye be Christ's, then are ye Abraham's seed" (Galatians 3:29).
It is necessary that all Jewish Christians and Gentile Christians be Israel, because all Christians are saved only by the New Covenant (Matthew 26:28, 1 Corinthians 11:25, 2 Corinthians 3:6, Hebrews 9:15), and the New Covenant is made only with Israel (Jeremiah 31:31).
Zechariah 12:10 speaks of "the inhabitants of Jerusalem" at that time. There is no mention of every elect Jew that has ever lived being saved.
Elect Jews who lived in the past (like Paul) got saved in the past. Romans 11:25-28 refers to those elect Jews who have been spiritually blinded in unbelief until the second coming, and who will all come into belief and be saved at the second coming, just as Zechariah 12:10-14 shows Jews in Jerusalem getting saved at Jesus' second coming, when they see the returned Jesus in person.