Today, in old calendars, the Holy Maccabees were celebrated - indeed, they still get a commemoration in the EF Mass. These were the seven Jewish brothers whose martyrdom, described in II Maccabees 7, reads so much like a rehearsal for the Acta of so many Christian martyrs under the Roman Empire.
There appears no strictly theological reason why we should not give calendar space to the saints of the Old Covenant. After all, we claim that our New Covenant community, the Church, is directly in continuity with that Jewish Faithful Remnant which did accept their Messiah and God, and thus with the patriarchs and prophets. I presume that the reason why, in practice, we do not have festivals of S Moses and S Jeremiah, has a lot to do with the fact that the earliest Christian Sanctorale finds its origins in the cult of relics: martyrs were celebrated where their bodies rested.
The Carmelites, in the old days, kept S Elias (Elijah, for Protestant readers) on July20. I wonder if they still do.