You are not being treated like a team member.
I would question whether it's appropriate that your team mates have a private meeting without you at all, let alone one where they make insulting jokes about you.
My team mates like to have a private zoom meeting before our daily meeting where they speak in their native tongue
This seems inappropriate. If you're part of the team you should not be excluded from a meeting. What's the point of having a meeting that excludes one team member ?
I joined in by mistake a while back and got to hear a gross joke about my possible sexual orientation and nationality and other gossip.
An odd way for your team mates to use a private meeting that excludes you. I would again say this suggests you are not being brought into the team at all and making such a joke at a meeting is quite wrong.
In no meeting should remarks of this sort be made about a work colleague. It's disgusting behavior.
I kept joining early, mostly because the tool we are using is flaky and sometimes it takes some time get in, and the Scrum master is vocal about being late and I usually catch 1-2 minutes of their conversation.
This makes it sound like the scrum master is actually letting them make insulting jokes about you. That's quite appalling if it's the case.
The problem I see here is that you are not being treated as an equal team member, not that they don't speak in English while they're making crude "jokes" about you or you cannot follow a technical discussion they've deliberately excluded you from (and why exclude you at all ?).
In response to the question edit :
Not knowing your region or country it's very hard to give more than general advice. So this advice is what I'd recommend in my part of the world (I'm in the EU). To be clear in many places making public insults about people's sexual orientation would get the "joker" fired and in others they'd be disciplined (typically a warning). These are serious matters. Unfortunately in other places this is considered "normal" behavior for some people (notably men insulting women but not just that).
I'm not really concerned with the jokes and gossip, I'm more concerned with the fact that I risk alienating them further by putting them into a sensitive situation. I already fill that they don't think I'm really part of the team and the team lead has raised that issue.
This is the attitude that many people who are picked on and bullied at work take. Letting them insult you won't make it better, it will make it worse. They won't "bring you into the team" (which you're supposed to be already) because you let them get away with keeping you out.
This is really a matter to bring to the attention of HR or your immediate line manager (if they're not involved in this already). It's not going to improve if you do nothing.