[CMIII]

they never spacifically mention that Quicksilver and Scarlet Witch are Jewish. We know this from the comic books thanks to Erick Lensharr's Bloodline being Jewish. As for siding with Nazi remember Adolf Hitler himself was part Jewish and Leader of the Nazi Party so it's not unheard of for them to side with Nazi's. But Baron Strucker was a number 2 to Red Skull and acting leader of HYDRA so they were working for HYDRA not the Nazi. We know HYDRA had it's own goals as it included Berlin, Rome, and Tokyo as targets. We also know when Hitler took over areas he enslaved children. In Captain America 2 we see them in a prison.