Is Jesus the only one that will understand us ? Our fellow Christians in Europe don't even understand us ?

Only the Savior YAHOSHUA understands. Salvation is like a marriage contract. Take His name, follow His rules (Torah) you become His 'bride' and He saves you. 'Jews' think they are saved by the contract while rejecting the Savior. 'Christians' think they can have the Savior while rejecting the contract.