If already happened, then where and who was the Messiah? Was it Ezra?
Isaiah 45:1
"This is what the LORD says to his anointed, to Cyrus, whose right hand I take hold of to subdue nations before him and to strip kings of their armor, to open doors before him so that gates will not be shut:
Cyrus was the anointed person to bring the Jews back to Israel after the Babylonian Exile. He is not THE Messiah, which is referring to the final king of Israel, but rather a messiah (anointed) used by the Lord to bring the Jews back home.
Important to note that nowhere in the Tanach is that final king of Israel referred to as The Messiah. It is a post-Biblical title.
But, are there (obedient) angels?
I guess you would say no. If so, Judaism is still as inconsistent as it was 2000 years ago. The origin of this internal inconsistency (angel or no angel, resurrection or no resurrection) is that its doctrine does not cover some critical issues. This leave Jews in the dark and guessing. The critical later half of a complete theology is simply missing.
For example, would a Jew see YHWH after his death? Where would that Jew be after the death? No, the Torah says nothing about it. So what would you think and what will you do? The rebuilding of the Temple and the Nation may not take place in your life time. So where will you be when it happened? How would it matter to you?
If I were a Jew, I will be very depressed by not finding the answer to these questions in Jewish Scriptures.
Attack Christianity (or any other religion) will not make your religion more complete. Judaism lacks a critical part to become a complete religion. No one in any other religion just stayed in grave after death. Something must happen after that. Where is King David's grave today? Is King David just vanished and non-exist anywhere now?
Let me see if I can explain this from a 1000 yard POV.
Judaism is not a religion of beliefs but a religion of action. That action being keeping the commandments given to us by the Lord at Sinai which are recorded within the Torah (first five books). That is the most important part of our faith.
When it comes to beliefs, you will find that we are commanded to believe very little. We're not told what happens to us after death, for example. The Tanach (Old Testament) gives some hints at a few things, but there is nothing concrete. What does Judaism take from this? That what happens after death is not important compared to what happens during life. So, while there are a number of speculative beliefs about what happens, none of them are things Jews MUST believe.
Now, while it may depress you if those answers aren't there, it doesn't depress me or many other Jews because we understand these things. We've been taught it. You've been taught to care a lot more about it.