Functionally, there is what ethnicity you say you are, and what ethnicity other people see you as.
I don't have a complete picture of my genealogy, and even if I did, even if I could say I was descended from some ur-scott and you could say the same of all of my other ancestors, you're still just pushing the problem back in time. People migrate. People have been migrating for as long as people have been people; You could, with enough work, figure out that some of my ancestors were in country X at time Y... but I don't think that is going to line up with your common definition of ethnicity.
If I think I'm ethnicity X and if most people perceive me as ethnicity X... well, then I very clearly am ethnicity X... regardless of what my great great grandparents may or may not have been.
It's more complex if I think I'm X but others perceive me as Y... but it's still all about perception, as far as I can tell.
Anyway, lying and converting seem different. Assuming an identity as a Jew and being a Jew are surely different.