"What I was getting at is that Megyn Kelly correctly characterized Jesus and Santa as "white" (and thus that your charge that she didn't is incorrect)."
I'll rephrase my point, then--
Yes, there's no arguing Santa came from "white" regions and thus has a, shall we say, "default setting" of white.
That being said, if someone wanted to change that default setting...would it really matter?
Does it MATTER if Santa's white or not? Megyn Kelly being that adamant seemed to be implying that she thought it was, she seemed dead set against a black Santa...
And while there's no arguing the character's originally white...is that whiteness essential to his character?
Sometimes race is--again, you can't really have a white Othello or white Slave Jim--and sometimes it isn't, or is less so.
You can have a Black Hamlet...it's set in Denmark, his play, and it was written by a white man for a white audience, so of course he has a default setting of white...but unlike Othello, of all the things that DO matter to and trouble Hamlet, race ain't one of them...
So you could make him black and keep the integrity of the play intact, albeit with a few odd lines and an obvious anachronism, which is going to happen anyway in any update (and which Shakespeare wasn't always opposed to putting in there himself.)
Sherlock Holmes is a whitey, and there's maybe a bit more of a case for him to be white...whereas the Danish setting for Hamlet really doesn't matter too much, the Victorian setting really does matter for Sherlock Holmes, and it informs the character and his attitudes a bit more, so between that and the fact the Great Detective was proudly British at a time when that basically meant being white, it'd be harder to make Sherlock Holmes black, and probably impossible to do so in-period.
Still, if you wanted to do a "Sherlock"-style modern-day update for the character, you could try and have a black Sherlock Holmes...I don't think that'd work very well, and at that point you're arguably cheating and giving a character based on the original rather than the original Sherlock Holmes himself...but you could at least try if you had a spectacular black actor.
So there are varying levels to which race matters for a character...
So taking Santa as a character--it really doesn't matter what race he IS, even if he WAS originally and at his roots is white, yes?
No need for Megyn Kelly to be so adamant he remain white?