For example, the Roma or Romani, also known as gypsies. The Roma live all over the world, with significant populations in Asia, Europe and the Americas. From what I understand, however, the Roma were originally from the Indian subcontinent. Generally, peoples from that area are considered either Asian or East Indian. Therefore, I placed the Rob Thurman books featuring Roma protagonists onto the Asian & Pacific Islander page. And by the way, in many places, "gypsy" is not a nice name, although here in the States many Roma have accepted and use the word -- but not all. So there's always a fine line to tread when addressing someone's race/ethnicity/nationality.
As another example, how do you place a mixed race protagonist? Well, that depends. In the United States, while a person may be of mixed race, if they're part Black, they're considered Black. If they're part Native American, especially if they're a registered member of the tribe, all the rest doesn't matter, they're Native American.
And why did I place Jewish, Arabic and Middle Eastern peoples all into a Middle Eastern page? Well, the Middle East is a region. However, the Jewish peoples that I personally know, no matter what their race, ethnicity, national origins or religious beliefs all relate themselves to Israel in one way or another. As I didn't want to put Jewish fantasy or sci-fi on the Everybody Else page, I made a command decision and put them onto the Middle Eastern page.
People take great pride in their heritage and race/ethnicity, so I just do the best that I can. What a person looks like, plus how he/she self-identifies is an important part of our culture, for both a Person of Color and the surrounding society. Naturally, everyone is free to disagree with me and if you have a great argument why I'm wrong, well, let me know. Maybe I am and I need to move those books to a different page!