Do I pay Israeli capital gains tax if I sell shares through a foreign broker?

Potentially yes. Israeli CGT applies to gains on Israeli-sourced assets regardless of where the transaction is executed. Using a foreign broker does not eliminate your Israeli tax obligations. If the gain falls under the Section 97(b2) TASE exemption or a relevant treaty provision, you may owe nothing — but you still need to confirm that the exemption applies to your specific situation.