How can samuel of macedonia be by some considered bulgarian by birth then?You are right, I use "nationality" as the identity related to the state, to citizenship, while "ethnicity" is the identity related to ancestry, in my view.
For example, there is a British nationality and a British nation, but not a British ethnic group. Similarly, there was a Roman nationality and nation (the Byzantines were Roman nationals), but not a Roman ethnic group (in Byzantine times).
"Ethnikoi" (modern Greek: Εθνικοί), is simply the plural of ethnikos, meaning "ethnic" as the Greek word translates in English. Hellene is the term Greeks used and use to call themselves (to be accurate, "Εllinas", Greek spelling "'Ελληνας"), so "Ethnic Hellene" is something of a redundancy. Indeed there are some followers of the Dodekatheon that call themselves like that. We call the Greek national team "Ethniki Ellados".
During early Christian times, "Ethnikoi" was a term used to describe the pagans of the old religions, similar to "gentiles".