It doesn't say anywhere that Esau was Gentile-born. Both Esau and Jacob were sons of Isaac and Rebecca, and they were twins. Esau was born first, so had birthright, and being a strong hunter, he was Isaac's favorite. Jacob was Rebecca's favorite, and was the wiser of the twins, and managed to swindle Esau of the birthright of being first-born.
The other biggest difference between the twins, was that Jacob wisely married a relative, hence a Hebrew woman. Esau on the other hand, had married foreign women - Hittites (Genesis 26:34) and then a Canaanite (Genesis 28:6). So Esau had nothing to do with being a foreigner; his wives were so.
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Jacob did not swindle Esau of the birthright due to the first-born for nothing. There must have been a Divine reason for that, metaphorically or not, but something was on the make.
Remember why Ruben, the first son of Jacob lost his birthright? Because of his sporting with Bilha, his father's concubine. Next, Shmeon and Levi were in line for the birthright but they also lost it for the fiasco in Sherchem which caused Jacob a lot of anxiety. Foolish reasons they might be, something was on the make for Judah. There was another threat: Joseph whom Jacob wanted to please. But perhaps for the sake of Judah, Joseph was removed to grow up in a non-"Jewish" environment, so that Jacob would forget about making him the first-born. So, Judah became the one.
Now, back to Esau, I think you are now ready to understand Malachi 1:1,2. The Divine love of Israel, the Jewish people is compared and explained based on the fact that God, since the day the twin brothers were born, love Jacob and hated Esau. "Hated" here carries the connotation of preference or distinction between two peoples. Then, we have that the descendants of Jacob constituted the People of God, and the descendants of Esau constituted a faction of the Gentiles.
Ben:clap