https://jewishjournal.com/culture/184085/

How did we get from Yehudi to Jew? Originally, the word referred to a member of the tribe of Judah''.

www.sarshalom.us/resources/scripture/asv/html/mark.html

King of the Jews (Mark 15:2)

מֶלֶךְ הַיְּהוּדִים

https://www.blueletterbible.org/tools/interlinear/tr/mar/15/2/

The KJV translates Strong's G2453 in the following manner: Jew (193x), of Judea (1x), Jewess (2x)

Root Word (Etymology) From Ἰούδα (G2448) (in the sense of Ἰούδας (G2455) as a country

https://en.wikipedia.org/wiki/Ioudaios

Ioudaios ( Ancient Greek: Ἰουδαῖος; pl. Ἰουδαῖοι Ioudaioi) [n 1] [2] is an Ancient Greek ethnonym used in classical and biblical literature which commonly translates to "Jew" or "Judean".

https://en.wikipedia.org/wiki/Jew_(word)

The English term Jew originates in the Biblical Hebrew word Yehudi, meaning "from the Kingdom of Judah". It passed into Greek as Ioudaios and Latin as Iudaeus.

So King of the Jews, or

King of the Judeans?