I believe that analysis of Jesus is writing convince his most scholars that he was very thoroughly Jewish and very serious about practicing the Jewish religion. Part of his teachings were about reforming Judaism, something that did not take hold, but that he wanted to take hold.
So I don’t think it’s quite accurate to say he did not belong too many religion. If you asked him, he would have insisted he was an observant Jew and he would have meant that with utter seriousness.