They called Judea "Palestine" to mock the Jews. It was the latin word for the Philistines
Pagans.
At the time that Jesus lived, the Romans hardly knew who he was. (At the betrayal, they had to have someone, Judas, point him out to them) There was only one or two who had any contact with him during his ministry, so the Romans in general, had no opinion of him.
Jesus was not feared by the Romans. At the time that Jesus lived, the Romans, with the exception of perhaps one or two, did not even know who he was. It was a certain faction of the Jewish priests who feared Jesus and caused the trouble. They feared Jesus because he was thought to be preaching a false doctrine and seemed to be gathering followers.
The Romans called the Mediterranean our sea because they conquered all the peoples who lived on its shores.
Jesus never fought the Romans. The Romans crucified him, but he never fought back. Actually, the Jews of the time expected the Messiah to fight back at the Romans, who governed them, but Jesus surprised them by never doing so. Anyway, Jesus lived his life in ancient Israel, except for a trip to Tyre and Sidon and the legendary flight to Egypt in Matthew's infancy narrative.
The Romans thought Jesus was a normal person.
The Roman Empire ruled the part of the world that Jesus lived in, however it did not control (or even known about) large areas of the world.
No one. The Romans weren't looking for Jesus. The Israeli religious leaders arrested Jesus, took Him to the Romans, handed Him over to them, and demanded that they (Romans) execute Him.
The Romans did not feel threatened by Jesus in any way. At the time that Jesus lived the Romans didn't even know who he was. They did order his execution, but only because Pilate's hand was forced by the priests. The priests, on the other hand, could feel threatened by Jesus, as they considered his teachings heretical and if his movement gained too many followers, their positions could be endangered.
As the ruling power in Jerusalem in circa 31 AD, the Romans crucified Jesus.
No they were Romans.
Jesus lived in Judea.