That is their claim and they should be asked to present an authentic evidence not only from their books but from a neutral source.
Quran mentioned the oldest religious texts including the scriptures of Ebraheem صُحُف إبراهيم. Sura 87, verse 30.
Islam is the religion of all the prophets as Allah says: Surely, the religion with Allah is Islam (Submitting to the will of Allah).
Ebraheem was a Muslim as we read in Quran: Ebraheem was neither a Jew nor a Nazareth but a dedicated Muslim. (Sura 3, verse 67).