2 That I have great heaviness and continual sorrow in my heart.
[AD 384] Ambrosiaster on Romans 9:2
Since it appears that earlier he was speaking against the Jews, who thought that they were justified by the law, Paul now shows his desire and love for them and says that his conscience bears witness in Christ Jesus and in the Holy Spirit.

[AD 407] John Chrysostom on Romans 9:2-3
What do you say, O Paul? From Christ, your beloved One, from Whom neither kingdom nor hell, nor things visible nor intelligible, nor another world as great, would separate you, is it from Him that you would now be accursed? What has happened? Have you changed, have you given over that love? No, he replies, fear not. Rather I have even made it more intense. How then is it that you would fain be accursed, and seekest a separation, and a removal to such a distance, that after it there is no possibility of finding a more distant one? Because I love Him exceedingly, he may reply. How, pray, and in what manner? For the things seem a riddle. Or rather, if you will, let us learn what the curse is, and then we will question him upon these points, and shall understand this unspeakable and extraordinary love. What then is the curse? Hear his own words, "If any man love not our Lord Jesus Christ, let him be accursed." [ anathema, 1 Corinthians 16:22] That is, let him be set apart from all, removed from all. For as in the case of a thing dedicated (ἀ νάθημα), which is set apart for God, no one would venture so much as to touch it with his hand or even to come near it; so too with a man who is put apart from the Church, in cutting him off from all, and removing him as far off as possible, he calls him by this name (ἀ νάθεμα) in a contrary sense, thus with much fear denouncing to all men to keep apart from him, and to spring away from him. For the thing set apart, no one, from respect of it, ventures to come near to. But from him who is cut off, all men separate themselves from a very opposite feeling. And so the separation is the same, and both the one and the other are equally removed from the generality. Still, the mode of separation is not the same, but in this case it is the opposite to what it is in that. For from the one they keep back as being dedicated to God; from the other as being estranged from God, and broken off from the Church. This then is what Paul means when he says, "I could wish that myself were accursed from Christ." And he does not say merely that I could be willing, but using a stronger term, he says even, "I could wish" (or pray ηὐχόμην). But if what he says trouble you in your (ἀ σθενέστερον) feebleness, consider the real state of the case, not only that he wished to be separated, but also the cause for which he wished it, and then you will see the greatness of his love. For he even circumcised [Timothy, Acts 16:3], and we pay no attention to what was done, but to the intention of it, and the cause of it, and hence we wonder at him the more. And he not only circumcised a person, but he even shaved himself and sacrificed [Acts 18:18; Acts 21:24], and yet surely we do not therefore assert him to be a Jew, but upon this very score to be perfectly free from Judaizing, and clear of it, and a genuine worshipper of Christ. As then when you see him circumcising and sacrificing, you do not therefore condemn him as Judaizing, but upon this very score have the best reason for crowning him as quite an alien to Judaism; thus when you see him to have become desirous of being accursed, do not therefore be troubled, but upon this very ground give him the loudest praise, when you know the cause why he wishes this. For if we do not look narrowly into the causes, we shall call Elijah a manslayer, and Abraham not a manslayer only, but a murderer of his son. And Phinees and Peter we shall implead for murder likewise. Nor is it in the case of the saints alone, but also of the God of the universe, that he who does not keep to this rule, will be suspecting sundry unbecoming things. Now to prevent this happening in all cases of the kind, let us bring together both the cause, and the intention, and the time, and all that makes in behalf of what is so done, and in this way let us investigate the actions. And this we must do now also in the case of this blessed soul. Now what is the cause? It is Jesus Himself Who is so beloved. And yet he does not say for Him; for what he says is, I would wish that I were accursed from Him for my brethren. And this comes of his humbleness of mind. For he has no wish to make himself conspicuous, as if he were saying something great, and doing Christ a favor in this. Wherefore also he said "my kinsmen," that he may conceal his high aim (πλεονέκτημα ) . Since to see that he wished it all for Christ's sake, just hear what comes next. After speaking of kinsmen then, he proceeds,

[AD 418] Pelagius on Romans 9:2
Because Paul intends to proceed against the Jews, he first assures them that he does not speak out of hatred for them, but out of love, for it pains him that they do not believe in Christ, who had come to save them as soon as possible.

[AD 458] Theodoret of Cyrus on Romans 9:2
The construction here is incomplete. Paul should have added that his unceasing anguish was due to the rejection or unbelief of the Jews.