This one can be particularly troublesome. Imagine someone speaks in Mandarin and mentions 猶大 {you2-da4} without any context, what do you do? Trick: instead of taking a guess, just say “this person”. Hopefully, the next sentence gives you enough context so you know which one is being referred to, and clarify then. Now you need to know their differences and use each accordingly:
Judah: 1) One of the tribes of Israel; 2) Son of Jacob the Patriarch; 3) Name of the southern kingdom when Israel was split in two after Solomon’s death
Jude: 2nd last book of the New Testament. The author’s name is actually “Judas” in Greek, but altered to “Jude” to avoid any misunderstanding whatsoever, understandably. He is believed to be the half-brother of Jesus. Jesus had another half-brother, called James. (Remember James?)
Judas: Male name. Aside from a half-brother, Jesus had two disciples named Judas. Quite popular back then, I guess; not so much later, I bet.