daf bit: Menachot 43
It was taught that Rabbi Meir used to say: why was blue chosen among all the colors for this special thread? The blue resembles the sea, which resembles the sky, which resembles a sapphire, which resembles the color of the Throne of Glory, as it is written: there was under his feet a paved work of sapphire stone (when Moshe and the elders ascended to heaven). (The g'mara does not explain why R. Meir went through the intermediate steps of sea and sky.)
It was also taught in Rabbi Meir's name that the punishment for neglecting the white threads is greater than for neglecting the blue. Why? He explains by way of a parable: a king of flesh and blood told one servant to bring him a seal of clay, and another servant to bring him a seal of gold. Both failed. Who is deserving of greater punishment? The one who could not even bring the seal of clay. (43b)

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also, sapphires don't really look like the sky, do they? more like the sea, if anything.
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The reference to ascending to heaven is that passage in Exodus when the 70 elders have an audience with God. It's not an afterlife or permanent; it's a visit. Just FYI.
Judaism is kind of vague on afterlife in general, but does teach that you do not have to be Jewish to get whatever reward is coming to Jews. Gentiles only have to follow the seven laws of Noach, derived from post-flood commands: the positive commandment to establish courts of justice, and prohibitions on: idolatry, theft, murder, blasphemy, adultery (maybe other sexual immorality too), and eating the limb from a living animal.
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