Ethnicity is not a synonym for nationality. Nationality is derived from one's origin to a particular nation state e.g American (USA), Spanish (Spain), British (England) etc. Ethnicity is about a group and its shared interests and connections hence language, dress, lifestyle (culture,norms) etc would indicate one's ethnicity. This group can range from a group of ppl from a particular region, nation, community, a workplace,a football team etc. basically there can be many ethnicities existing within one nation state. Since culture isn't the only aspect of one's ethnicity it is possible for Mata, Azpilicueta etc to share a cultural heritage which would be a part of the wider cultural heritage of the Spanish nationality and still be of differing ethnicities. Also one does not have to belong to a particular nation state to be seen as being part of that ethnicity so you can be British (nationality) and belong to the Basque ethnic group. Ethnicity is not static.