I find myself in a very similar situation. I grew up an Orthodox Jew, and although no longer, I still feel a part of the broader Jewish community which has implications on my giving.

Whenever I tell my Orthodox friends about EA, I always emphasize that it isn’t a zero-sum game, and they can separate their own community and egalitarian impulses by doing both sorts of charity, keeping in mind the effective nature of EA charities.

I just wished more people would be more effective even if in terms of their own community. I typically find myself talking to people once they realizing that they should be more effective in the egalitarian impulses, but the message doesn’t seem to come through as much within their own communities.

What should an undergrad looking to do earn to give or direct work learn in terms of skills that would be most useful in your opinion?

That's pretty fair. I'm pretty certain that that's the case to some extent, but I also think @Amber Dawn is correct that people just thought it was pascal's mugging, when I think it is a tad more nuanced than that (see: my reply to Amber's comment). 

I appreciate the comment! I think people generally make a mistake with this one by saying that the probabilities for atheist heaven and religious heaven are equal. Not saying that I have a particular opinion on what those probabilities may look like but more so that it would be weird to me if none of the religious arguments for particular religions bring you up even a tiny, little bit (say the mass revelation argument for Judaism, ect). Let me know what you think!