Wanda’s ethnically Jewish-Romani (Romany/Roma?) through Magneto and Magda, her mom.

I did mention Magneto:

…of course Wanda’s not actually related to him anymore (or is she? We still don’t know who her dad that murdered Natalya was), but I prefer to ignore that.

Or do you mean Magda is also Jewish? She could be. It’s never been said outright, although the narrative leans more away from it, since the Sinti of Germany and at Auschwitz were predominately Catholic and
Magneto specifically dropped his Jewish heritage so he could fit among Magda’s people. That’s a longer story that has to do with meta reasons of trying to fix conflicting backstories for Magneto.