These seem borderline to me but I can see myself getting tired of pinging Meta every time I want to ask about a tag. Do we have a good rule of thumb for what tags we want? (Perhaps an appropriate Meta.SO thread I can use?)
You usually add tags for which you expect questions using them. In this case, I would not expect many questions about ethnonyms.
On meta.stackoverflow.com, there is a question about appropriate tag usage, which is specific for Stack Overflow, but which could make some aspects of using tags clearer: What is considered appropriate tag use?