Wikipedia
Meta-ethnicity
Meta-ethnicity is a relatively recent term (or neologism) that arises occasionally in academic literature or public discourse, and describes a level of commonality that is wider and more general (i.e., might differ on specifics) than ethnicity, but does not necessarily correspond to (and may actually transcend) nation or nationality.
An early use - possibly the first published in English - was an article in a 1984 USSR Academy of Sciences publication discussing identity in Asia and Africa.