I have just been able to directly connect the Holy Spirit to keeping Torah. I came across this finding when studying about the Kingdom of Heaven. There is now no way for anyone to claim they are "led by the Spirit" as a way to say they don't have to worry about keeping Torah, or that it's not important. This is a good set of scriptures to help with those arguments, and give the person no way out. Walk with me through a few scriptures. 

Pro 8:1, 3-4, 6-8, 22, 32-35 NKJV - 1 Does not wisdom cry out, And understanding lift
up her voice? ... 3 She cries out by the gates, at the entry of the city, At the entrance
of the doors: 4 "To you, O men, I call, And my voice [is] to the sons of men. ... 6
Listen, for I will speak of excellent things, And from the opening of my lips [will come]
right things; 7 For my mouth will speak truth; Wickedness [is] an abomination to my
lips. 8 All the words of my mouth [are] with righteousness; Nothing crooked or
perverse [is] in them. ... 22 "The LORD possessed me at the beginning of His way,
Before His works of old. ... 32 "Now therefore, listen to me, [my] children, For blessed
[are those who] keep my ways. 33 Hear instruction and be wise, And do not disdain
[it]. 34 Blessed is the man who listens to me, Watching daily at my gates, Waiting at
the posts of my doors. 35 For whoever finds me finds life, And obtains favor from the
LORD;'

So wisdom is calling out to all men and apparently has a "way" to keep; instructions that make one wise.

Pro 1:20-21, 23-25, 29, 33 NKJV - 20 Wisdom calls aloud outside; She raises her voice
in the open squares. 21 She cries out in the chief concourses, At the openings of the
gates in the city She speaks her words: ... 23 Turn at my rebuke; Surely I will pour out
my spirit on you; I will make my words known to you. 24 Because I have called and
you refused, I have stretched out my hand and no one regarded, 25 Because you
disdained all my counsel, And would have none of my rebuke, ... 29 Because they
hated knowledge And did not choose the fear of the LORD, ... 33 But whoever listens to
me will dwell safely, And will be secure, without fear of evil."

Here we see that wisdom has a spirit, as well as "counsel" and "the fear of the LORD". If you're not familiar with the Fear of the LORD a quick summary of it is keeping Torah. Do a word search in the NKJV for it and you'll see it's always connected to keeping Torah; that's what it means actually.

Okay moving on...

Psa 111:10 NKJV - 10 The fear of the LORD [is]
the beginning of wisdom; A good understanding
have all those who do [His commandments]. His
praise endures forever.

Psa 112:1 NKJV - 1 Praise the LORD! Blessed [is]
the man [who] fears the LORD, [Who] delights
greatly in His commandments.

Here we quickly see that the fear of the LORD is tied to wisdom, and keeping Torah; which brings blessing.

Now it starts to get good!

Jer 2:19 NKJV - 19 Your own wickedness will correct you, And
your backslidings will rebuke you. Know therefore and see that
[it is] an evil and bitter [thing] That you have forsaken the LORD
your God, And the fear of Me [is] not in you," Says the Lord
GOD of hosts.

In case you're not familiar with this, the Lord GOD of Hosts is Yeshua pre-incarnate. If you want proof of that let me know and I'll send you a couple of quick verses that undoubtedly prove that AND that Yeshua gave the Torah to Moshe. So this verse is telling us that the fear of the LORD is connected to Yeshua. Super important! You can't separate Yeshua from keeping Torah.

Now here is the crucial connection.

Isa 11:1-3 NKJV - 1 There shall come forth a Rod from the stem of
Jesse, And a Branch shall grow out of his roots. 2 The Spirit of the
LORD shall rest upon Him, The Spirit of wisdom and understanding,
The Spirit of counsel and might, The Spirit of knowledge and of the fear
of the LORD. 3 His delight [is] in the fear of the LORD, And He shall
not judge by the sight of His eyes, Nor decide by the hearing of His
ears;

Pretty much everyone who knows anything about Yeshua knows this scripture speaks of Him. Here we see that the Spirit of Wisdom, counsel and the fear of the LORD is on Him. This connects the Spirit of Wisdom to the Spirit that was on Yeshua which everyone knows He gave His followers when he left!

And the final proof this connection exists is here in Paul's words in one of his prayers.

Eph 1:17 NKJV - 17 that the God of our Lord Jesus Christ,
the Father of glory, may give to you the spirit of wisdom and
revelation in the knowledge of Him,

So this idea continues on into the NT and proves that the Holy Spirit (the Spirit of Yeshua) is the Spirit of Wisdom which is calling out to everyone to obey her (to keep Torah). 

So if we now walk in the Spirit which Paul says in Romans, people have to ask themselves which Spirit did they receive? If the spirit they have is telling them not to keep Torah, then it's simply not the Holy Spirit. There's no way around that. 

Rom 8:1, 5-6, 9-10, 14 NKJV - 1 [There is] therefore now no condemnation to
those who are in Christ Jesus, who do not walk according to the flesh, but
according to the Spirit. ... 5 For those who live according to the flesh set their
minds on the things of the flesh, but those [who live] according to the Spirit,
the things of the Spirit. 6 For to be carnally minded [is] death, but to be
spiritually minded [is] life and peace. ... 9 But you are not in the flesh but in
the Spirit, if indeed the Spirit of God dwells in you. Now if anyone does not
have the Spirit of Christ, he is not His. 10 And if Christ [is] in you, the body
[is] dead because of sin, but the Spirit [is] life because of righteousness. ...
14 For as many as are led by the Spirit of God, these are sons of God.

BONUS

Jer 2:20 NKJV - 20 "For of old I have broken your yoke [and] burst your bonds;
And you said, 'I will not transgress,' When on every high hill and under every
green tree You lay down, playing the harlot.

This tells us that there was a yoke and bond to Messiah Yeshua with His people. And now He's calling all of us back to that so we can learn from Him. Learn what? How to keep Torah. He is our Rabbi!

Mat 11:28-30 NKJV - 28 "Come to Me, all [you] who labor and are heavy laden,
and I will give you rest. 29 "Take My yoke upon you and learn from Me, for I am
gentle and lowly in heart, and you will find rest for your souls. 30 "For My yoke
[is] easy and My burden is light."

Shalom!