The DNA ethnicity results that measure your “ethnicity” do so back to a time when there are extremely few records to document the existence of most individuals. You are not going to be able to paper trace your complete genealogy back to that point in time suggested by the ethnicity results. Pedigrees the extend 2000 years aren’t generally worth the paper they are written on.
Use the ethnicity results as a form of entertainment–unless they reveal something significantly different from what is expected (for example, you think you are entirely European and discover that you are 25% African or 20% Asian, etc.). Document your paper tree as best you can with as many reliable sources as you can and go from there. The part of your DNA test results that you should use are the cousin matches that you are given with the relationship estimates. Those relationship estimates are based on amounts of shared DNA.
The ethnicity results are based on a “data pool” and statistical models and, like all models and statistics, are only as reliable as the data and the assumptions–and still prone to error.
My latest results “took away” my Irish ethnicity.
No they did not. I’m still having corned beef and cabbage on St. Patrick’s Day.