You can’t attribute modern concepts such as ethnicity/race/nations as today, but the ancient Macedonians were Greeks and considered themselves Greek. The first reference to that is Alexander leading his pan Hellenic invasion of Persia and referring to all participants as Greeks. Secondly they spoke a Greek dialect, and the slavs have a field day with this because the ancients referred to it as a different dialect. The truth is that all Greek city states has unique dialects, and this holds true today in greece (there is a small population that speaks a dialect similar to ancient lacemadonian). Classical academia considers them to be Greek. Finally all ancient Greeks loves to accuse each other of not being Greek (barbarian - which literally means someone who doesn’t speak Greek). Sparta and Athens would always accuse each other of not being real Greeks, and when the Macedonians took over the same was applied to them. It was a way of accusing other Greeks of not being cultured or having a good pedigree. Athenian made fun of Macedonians for having adult homosexual sex and drinking too much wine.