So, this week I read that Jesus told Nicodemus that nobody comes to the Father except via him, Jesus.
Correct.
So what does that mean for the Jews prior to the time of Jesus? Was it the case that they were denied access to the Father?
No.
What was the relationship prior to Jesus? I find this confusing. Because Moses and others had full access to God.
I think your question is answered in the book of Hebrews. Read chapters 11 and 12.
I’ll summarize them for you. Hebrews 11 says that the Jews who were approved, did not enter heaven. They had to wait until we came along to be received into heaven. Here’s the verse:
39 Yet all these, though approved because of their faith, did not receive what had been promised. 40 God had foreseen something better for us,
so that without us they should not be made perfect.
Keep these last words in mind.
so that without us they should not be made perfect.
Hebrews 12:2 No, you have approached Mount Zion and the city of the living God, the heavenly Jerusalem, and countless angels in festal gathering, 23 and the assembly of the firstborn enrolled in heaven,[f] and God the judge of all,
and the spirits of the just made perfect, 24 and Jesus, the mediator of a new covenant, and the sprinkled blood that speaks more eloquently[g] than that of Abel.
And the spirits of just made perfect.
You see, when we were baptized, we entered the heavenly Jerusalem and joined the spirits of just men made perfect. Do you remember in the Apostles Creed where it says that Jesus descended to the dead? He went there to lead the Jews to heaven. Therefore, they came to the Father through Jesus, just like we do.
I hope that helps.