No, and I would even say that something like couldn’t exist, at least as a single volume. You would need a collection like the 1980s Encyclopedia Britannica. Further, if you want a scholarly approach you need to start with Judaism. Most temples offer classes and they are sometimes free for those meaning to convert. I don’t know of anything remotely equivalent for Christianity, since Judaism is a lot more honest about their scripture academically while modern Christianity almost always works backwards from their own assumptions.

Short of taking classes on regional history, reading books on history, and learning Hebrew, Koine, and maybe Aramaic, it’s difficult to parse. I can explain something in plain english to someone, the background, the context, the translation directly from Koine or Hebrew, and they will still tell me to my face I’m only reinforcing their own wrongness. It’s a losing proposition.