Here is a list of readings of relevance to the book of Hebrews. Some of the books, as you will see, are just on Hebrews itself; more are on the broader topic that Hebrews addresses, the relationship of Jews and Christians in early Christianity. This is a fraught topic: the first two on the list more or less argue that it’s not right to consider Judaism and Christianity as separate religions (!); the others address the question of how they became separate and how that led to the history of anti-Judaism and then, eventually, anti-Semitism.
I include a a couple of important commentaries specifically on Hebrews. One benefit of serious commentaries is that they always begin by discussing major critical issues in understanding a book: authorship, date, historical context, major themes, disputed issues, and so on.

I’m just a casual reader. But I have to say I sure more than get my moneys worth from my subscription.
I’m glad you’re enjoying it so far!
Just to thank you for these further reading lists, Dr Ehrman. I find them invaluable. I wouldn’t have known about the Claudia Setzer book otherwise.
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