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By all means if there are clues please post them! because all historical written and archeaological evidence points to them being Hellenic peoples. Hellenic people, or the contemporary termenology greeks, are a cultrual grouping, an ethos, rather than a ethnic identity.
On your point what they thought of themselves, more quotes form the book The Macedonian Conflict Ethnic Nationalism in a Transnational World; pgs. 63-64
"Finally, Krste Misirkov, who had clearly developed a strong sense of his own personal national identity as a macedonian and who outspekenly and umambiguously called for macedonian linguistic and national separatism, achnowledged that a macedonian national identity was a relatively recent historical developemtn. In On Macedonian Matters, published in 1903, Misirkov, referring to himself and other slavs of macedonia in the first person plural, admits repeatedly that "our fathers, grandfathers, and great-grandfathers have always been called bulgarian" and that "in the past we have even called ouselves bulgarians" He describes "the emergence of the macedonians as a seperate slav people as a "perfectly normal historical process which is quite in keeping with the process by which the bulgarian, croatian and serbian peoples emerged from the south slav group"
"The political and military leaders of the slavs of macedonia at teh turn of the century seem not to have heard Misirkov's call for a separate macedonian national identity; they continued to identify themselves in a national sense as bulgarians rather than macedonians. The political goals of the internal macedonian Revolutionary organization (VMRO) were the liberation of macedonia from the Ottoman Empire, and the establishment of an autonomous Macedonia, but VMRO's leadership was challenged by the formation of the supreme macedonian comittee in Sofia, whose ultimate foal was the annexation of macedonian by Bulgaria. Inspite of these political differences, both groups, including those who advocated an independent macedonian state and opposed the idea of a greater bulgaria, never seem to have doubted "the predominantly bulgarian character of the population of Macedonia". Even Gotse Delchev, the famous Macedonian revolutionary leader, whose nom de guerre was Ahil (achilles), refers to "the slavs of macadonia as 'Bulgarians' in an offhanded manner without seeming to indicate that such a designation was a point of contention". In his correspondence Gotse Delchev often states clearly and simply "we are bulgarians".