Judah/Judea(where Jews came from) absolutely did exist. It is recorded by thousands of different sources, in every country in the area. Israel also absolutely existed. The unified kingdom of Judah and Israel, probably did not exist, but may have existed. If it did exist, with Jerusalem as its religious and political capital, it was only for 70 year period 3,000 years ago. It is at best farfetched.
The Exodus is also farfetched, but what could have happened was Egypt retreated from Israel, leaving the people in Israel free of the Egyptians. Then later Israel was invaded, with the religious elite fleeing to Judah with their myths.
All that being said, Jews definitely came from the southern part of what we now call Israel, and grew to populate most of what we now call Israel by the time of Jesus. Jesus (a Jew), considered it quite normal to live in northern Israel.
By the way, Samaritan have a very good claim on being Israelites, not Judeans.