It was after the death of Sarah that we read of Abraham taking another wife.  Genesis 25:1-2 tells us, “Then again Abraham took a wife, and her name was Keturah. And she bare him Zimran, and Jokshan, and Medan, and Midian, and Ishbak, and Shuah.”  It is questionable whether Abraham actually married Keturah because 1 Chronicles 1:32 tells us, “Now the sons of Keturah, ABRAHAM’S CONCUBINE: she bare Zimran, and Jokshan, and Medan, and Midian, and Ishbak, and Shuah. And the sons of Jokshan; Sheba, and Dedan.”  Realizing that Keturah was a concubine, we see the thoughts of Abraham concerning her children.  We read in Genesis 25:5-6, “And Abraham gave all that he had unto Isaac. But unto the sons of the concubines, which Abraham had, ABRAHAM GAVE GIFTS, AND SENT THEM AWAY from Isaac his son, while he yet lived, eastward, unto the east country.”  In this, Abraham separated himself from his sons from Keturah.

It was the Midianites that took Joseph from the pit his brothers put him in and sold him into slavery.  “Then there passed by Midianites merchantmen; and they drew and lifted up Joseph out of the pit, and sold Joseph to the Ishmeelites for twenty pieces of silver: and they brought Joseph into Egypt.”  (Genesis 37:28).  Remarkably enough, the Ishaeelites were also the descendants of Ishmael, Abraham’s son by Hagar, his handmaiden.  (Read Genesis 16:1-2, 11)

So, although the Midianites were descendants of Abraham through Keturah, they never were considered part of the covenant people of God.  That came through Isaac. You are correct in saying that Moses married a Midianite.  (Read Exodus 2:16-21).  However, the hospitality of Jethro to Moses was very commendable, but beyond that, the Midianites were a people hostile to Israel.

The lineage of the Israelites came through Abraham, Isaac, and Jacob.  Let’s read Exodus 3:14-16, “And God said unto Moses, I AM THAT I AM: and he said, Thus shalt thou say unto the children of Israel, I AM hath sent me unto you. And God said moreover unto Moses, Thus shalt thou say unto the children of Israel, The LORD God of your fathers, the God of ABRAHAM, the God of ISAAC, and the God of JACOB, hath sent me unto you: this is my name for ever, and this is my memorial unto all generations. Go, and gather the elders of Israel together, and say unto them, The LORD God of your fathers, the God of ABRAHAM, of ISAAC, and of JACOB, appeared unto me, saying, I have surely visited you, and seen that which is done to you in Egypt.” 

We can see that it is only those who were born into the family of Abraham, Isaac, and Jacob that were considered to be Jews.  All others are Gentiles.  (CC)  (585.6)