James says "a person is justified by works and not by faith alone" (James 2:24). And yes I know how Protestants usually explicate this in light of Paul -- but why do we prioritize Paul over James? How is that decision made?
We don't. Rather, when we look at James' example of Abraham, we look at not only what he said about Abraham, but also Paul, and also what the author of Genesis and the author of Hebrews said about Abraham to get the full context. When someone just reads James 2:24 and says, "Aha! You have to have works! Therefore you have to abide by this list of works to get saved," they are lazy and wrong. Abraham's example of faith is one where he believed God enough to do the obedient works of taking Issac to the mountain for a sacrifice, building the altar, and putting him on it. If he hadn't, his faith would have fallen short of believing that God would give him his son back to keep his promise that a nation would be reckoned through him.
Jesus makes statements that seem to pretty clearly state there are things we have to do (works?) in order to be saved. For example, He says "unless one is both of water and the Spirit, he cannot enter the kingdom of God" (John 3:5), traditionally understood to refer to baptism; He says "unless you eat the flesh of the Son of Man and drink his blood, you have no life in you" (John 6:53), traditionally held to refer to the Lord's Supper. And yes, Baptists say neither one refers to either, but they still both apparently refer to something we have to do.
Being "born of water" as I understand it is being born physically (John 3:6) - water being a way of referring to amniotic fluid. So that's not something that any of us consciously does. We have our mothers and doctors to thank for that.
Being "born of the Spirit" is something that God has to do for us (John 3:8). All we can do is believe on Christ, confess him as Lord and our only hope, and ask for forgiveness and the Holy Spirit. (And Calvinists might say we can't even do that.)
Jesus also gives parables of the Judgment indicating we will be judged according to our works (Matt 25:31-46). Paul also says pretty plainly that God "will render to each one according to his works" (Roman 2:6) -- shortly before the passages where Protestants find the boldest proclamations of sola fide. How does that square?
Well, any claim that the works referred to will save a person has to be examined as to whether
it squares, first of all. Let's examine what Jesus said first:
"Then the King will say to those on his right, ‘Come, you who are blessed by my Father; take your inheritance, the kingdom prepared for you since the creation of the world. For I was hungry and you gave me something to eat, I was thirsty and you gave me something to drink, I was a stranger and you invited me in, I needed clothes and you clothed me, I was sick and you looked after me, I was in prison and you came to visit me.’ Then the righteous will answer him, ‘Lord, when did we see you hungry and feed you, or thirsty and give you something to drink? When did we see you a stranger and invite you in, or needing clothes and clothe you? When did we see you sick or in prison and go to visit you?’ The King will reply, ‘Truly I tell you, whatever you did for one of the least of these brothers and sisters of mine, you did for me.’" - Matthew 25:34-40
What about someone who is inconsistent? Say you clothe 1 out of 10 people who needed clothes. Is that one enough to save you? Or let's say that you give someone food or drink but refuse to invite him in. Are you saved, or damned? If you do good work at the food bank for 30 years but never step into a prison to come and visit someone, is that good enough? And what about the people who will definitely not inherit the kingdom of God?
"But as for the cowardly, the faithless, the detestable, as for murderers, the sexually immoral, sorcerers, idolaters, and all liars, their portion will be in the lake that burns with fire and sulfur, which is the second death." - Revelation 21:8
If you commit idolatry and witchcraft, but feed and clothe someone in need, is that enough to save you? If you regularly commit sexual immorality but visit those in prison, is that enough to save you? If you commit murder, but give a thirsty person something to drink, is that enough to save you?
Jesus was right. But we need to look at how we understand what he said in order to come to the truth. We also need to look at what he said in John 6:28-29:
Then they said to him, "What must we do, to be doing the works of God?"
Jesus answered them, "This is the work of God, that you believe in him whom he has sent."
The works Jesus referred to are examples of good works, that are to be done in faith, and that are to originate from the Spirit's work within us after we have been born again. Paul does not disagree with this. As you said, in Romans he refers to judgment in chapter 2, then he goes on to preach about the righteousness that comes from faith in the following chapters. Romans is a progression where he unveils the message and progressing from that, how we are to live, which is done chapter by chapter.
People tell me in sola fide threads to "use Scripture to interpret Scripture" -- but I don't see how that works at all, when these Scriptures appear to be saying completely different things. It feels like trying to solve a mathematical proof -- I feel like everything should make sense, if only I know the theorem to start with. But I feel like, in my mind, I have no idea where to begin... People tell me to keep studying, that if I study more, it will all begin to make sense... but it feels like the more I study, the less anything makes sense.
I'm not sure if you have heard of the parable of several blind people and an elephant. The one at the tail feels the tail, and claims the tail is the elephant. The one at the trunk feels the trunk, and claims the trunk is the elephant. Another in the middle feels just that enormous middle of the body, claiming that is the elephant. And they all argue with each other as to what that elephant is really like.
When you're getting confused by reading these different scriptures, remember that they are all
parts of the elephant. They all work together, while some passages emphasize different aspects of the Gospel message, they do not hijack the whole Gospel message.