16 If the dough offered as firstfruits is holy, so is the whole lump, and if the root is holy, so are the branches. 17 But if some of the branches were broken off, and you, although a wild olive shoot, were grafted in among the others and now share in the nourishing root of the olive tree, 18 do not be arrogant toward the branches. If you are, remember it is not you who support the root, but the root that supports you… 22 Note then the kindness and the severity of God: severity toward those who have fallen, but God's kindness to you, provided you continue in his kindness. Otherwise you too will be cut off. 23 And even they, if they do not continue in their unbelief, will be grafted in, for God has the power to graft them in again. – Romans 11:16-23
Paul’s teaching in Romans 11 is actually a complete rehearsing of Christ’s teaching in John 15. Once again all the covenant branches are declared “holy.” This is not some infused holiness but an imputed holiness on the basis of the root. This is a plain didactic statement and it undergirds everything that Paul and Jesus are teaching. Jesus is the True Vine that supplies life. He is the root that supplies true holiness. These are bestowed upon the covenant people by "God's kindness" but that does not exclude being "cut off." Instead it only girds Paul's warning to "continue in his kindness."
These branches that can be “cut off” in Paul’s theology are the branches that do not bear fruit in Christ's theology. So everything in Paul’s teaching aligns with the covenant framework of the Old Testament and Jesus Christ. A new covenant people have been established relationally upon belief in Jesus Christ. Much like older covenants, perseverance ("continuing") in the covenant is a necessity. Clinging to the covenant head, Jesus Christ, who is the faithful one is not a meritorious act but the epitome of anti-meritorious humility. When Paul says to "continue in his kindness" he is not reverting to legalism and works righteousness. Works righteousness is to "continue in unbelief." Clinging to Christ is exemplified in rejecting one’s work and not growing proud (Rom 11:18). It is an anti-meritorious “kindness” that clings to the grace and mercy of Christ (Heb 4:17).