Yes, all people who wish to live in human societies must obey the laws of their lands and pay their taxes. According to the Bible, it was the Law of Moses for atonement of sin that Jesus fulfilled, not the obligation to obey civil governments. See Paul’s injunction to the Romans in Chapter 13, verses 1–7.
Common English Bible (CEB)
13 Every person should place themselves under the authority of the government. There isn’t any authority unless it comes from God, and the authorities that are there have been put in place by God. 2 So anyone who opposes the authority is standing against what God has established. People who take this kind of stand will get punished. 3 The authorities don’t frighten people who are doing the right thing. Rather, they frighten people who are doing wrong. Would you rather not be afraid of authority? Do what’s right, and you will receive its approval. 4 It is God’s servant given for your benefit. But if you do what’s wrong, be afraid because it doesn’t have weapons to enforce the law for nothing. It is God’s servant put in place to carry out his punishment on those who do what is wrong. 5 That is why it is necessary to place yourself under the government’s authority, not only to avoid God’s punishment but also for the sake of your conscience. 6 You should also pay taxes for the same reason, because the authorities are God’s assistants, concerned with this very thing. 7 So pay everyone what you owe them. Pay the taxes you owe, pay the duties you are charged, give respect to those you should respect, and honor those you should honor.
I don’t see any exceptions for Messianic Jews and Gentile Christians. In fact, some of the Romans to whom Paul wrote this Epistle seem to have been Messianic Jews and Gentile Christians.