They were scattered & regrouped *before* the arrival of the Messiah, but, they had once again become unfaithful before his arrival. That was why their religious leaders were the ones who instigated the Romans to murder him, though knowing full well that he was entirely innocent, and also that he fulfilled all of the prophecies they had been given about the Messiah to come. Bible prophecy foretold also that God would reject the nation of Israel if they turned against him, and he *did* reject them, when his son --their Messiah-- essentially died at their hands.
"...The Messiah himself put it this way: “Jerusalem, Jerusalem, the killer of the prophets and stoner of those sent forth to her . . . Look! Your house is abandoned to you.” (Matthew 23:37, 38) Jesus’ statement came true when in 70 C.E., Roman legions destroyed Jerusalem along with its temple and priesthood..."
So, the Inquisition and the Holocaust are *not* indicated by any Bible prophecy. God's chosen people are those who accept & follow the teachings of his son, Jesus Christ, who fulfilled many prophecies that were given up to two hundred years before his birth.
When God allowed the nation of Israel --before Christ's arrival-- to be taken captive by worldly government, God had prophesied exactly how long their bondage would be for, and they were released exactly when the prophecy stated. However, there was no such prophecy of them being regathered after Rome destroyed Jerusalem, because that was the *complete* end of the covenant between God & that nation. He spiritually divorced them as a nation, for all time to come.