I’m trying to research what happened to souls of faithful jews before Christ?
Were they judged at death?
Yes. Though, prior to the opening of the gates of heaven by the Messiah it seems that both the holy souls and the damned are essentially waiting in the same place or state, they don’t necessarily intermingle or receive the same treatment. This is inferred from the passage in the Gospel where Jesus conveys a parable about the poor beggar, Lazarus, and the rich man who refused to assist him. (cf Luke 16:22-26)
Are they/were they waiting in purgatory?
The Jewish term is Sheol-- it is roughly equivalent to the theological construct of limbo. It is typically described as “Abraham’s Bosom.” It is said to be a place where the holy Jews await the Messiah to open the gates of heaven. This is what is meant in the Apostle’s Creed when we say “He descended to the dead” (or in some translations “into hell”). He went to free these souls.
How did Jesus’ death on the cross for our sins affect those who died before Jesus arrived?
The Church teaches that Christ is both fully God and fully human. As a human, He has a finite place in our historical timeline, but as God, He exists outside of time (being an eternal being). Thus all of His finite actions as a human, including the key mysteries of our faith such as the Incarnation, Crucifixion, and Ressurection, have eternal (or infinite) consequences. Thus Christ’s sacrifice covers all humanity from the time of Adam’s fall to the end of all time.
The Mass is a sacramental means of making this very reality present to us in our daily lives so that we may partake of this greatest of gifts.
The Catechism of the Catholic Church covers all this in paragraphs 631-637. You can read the paragraphs online at the USCCB website:
usccb.org/catechism/text/pt1sect2chpt2art5.htm#p1
Regarding the eternal nature of Christ’s actions while physically living as a human person on earth, see paragraph 1084 and 1085.
usccb.org/catechism/text/pt2sect1.htm#art1