Jefferson was not a Federalist and would not have seen the 1st amendment as binding on the states.

Yes, he was a Confederate at heart. And the greatest hypocrite amongst the FF.

Now, Jefferson would not have wanted states to establish religions or ban mosques, and he probably would have wanted to see 1st amendment-like clauses in the state constitutions.

But it's never about what you would like or wanted to see. It's always about the practical effects of your ideals.