Your confusion is that there isn’t only an ethnic and national meaning, but a regional one as well (hence why there are even Greek Macedonians, too). Otherwise, what you said is not much different from what I’ve already said.

Btw, the Austrians don’t deny speaking German and being very closely related to the Germans, to the point that an Austrian became the most famous German in history (and was elected chancellor there in the 1930s), despite Austria having a long political history, including in direct opposition to “the Prussians”. So I don’t see what’s the point of your examples there, especially the ones about the ancient names used as regional or ethnic names later on – I already expressed my opinion on the silliness of the Greek-Macedonian naming dispute.