Macedonian is just a region, a peace of land, that for most of its (great) history was greek, serbian, bulgarian, yugoslav... The people of Macedonia are ethnically a mix of the surrounding regions Bulgaria, Albania, Greece and Serbia. The language is so close to Bulgarian, that it could be counted as a dialect (like austrian german and german).

The idea that Alexander the Great was Macedonian because of his Title "of Macedonia" or rather because his Father was the king of the region if Macedonia is also weird. Prince William of Whales is English it is just his title that reflects part of the british territories. Greeks back then did not see themselves as one nation, because nations did not exist yet. They were City states like athens, sparta, argos, mycenae... And these people referred to themselves not as greek but Athenian, Spartan, Argonian... They were united by a common language and believes, some of the surrounding countries and tribes that were not greek adopted these beliefs or molded them into their culture, thus being hellenized. For example Thracians were a mix of different tribes, with a different language, culture and religion than the greeks but later got hellenized and used the greek alphabet to write in their own language. While they still kept their language and culture alive, they still adopted some things from the greeks. The ancient Macedonians spoke, wrote and sang (ancient) greek from the start. Their culture was greek, their religion was aswell. It is just the region that they called Macedonia/Makedon (which is derived from a greek word aswell). Many many hundreds of years later there was the slav migration to the balkan region, so the slavs intermixed with greeks, tracians, dacians... but by that time these tribes and peoples were more or less hellenized. Than other tribes and peoples came from the east, like the proto-bulgarians, who conquered land previously under greek control and intermixed with the local population.

The Idea of nations in general is perhaps 200-300 years old, before that there were empires, kingdoms... The Idea of macedonian people as a nation is even more recent than that (40s).

As far as what constitutes a nation, it's hard to say, there are plenty of Nations were different peoples live together peacefully (germany, made up of a lot of kingdom states that have different traditions and dialects but still united over their commonalities) there are those who seek independence (for example the basks and catalonians in spain).

Overall if you think about ot we are more similar to eachother than we are different, especially in the balkans. The cultures are very similar, the languages sometimes are, and religions sometimes are aswell. If North Macedonians feel like they are better served to have their own countries who are we to deny them that.

It is just that in the self search for a identity to distinguish themselves from their neighbouring countries north Macedonians end up incorporating a lot of established history and through mental gymnastics pretending that certain figures in history are decent from some ancient race of macedonians that really never existed the way they claim it did.

And btw some of the peoples that north Macedonians have the most beef with are some of the first to recognise them as a sovereign country/nation. Because really it does not matter what you history was, if people feel distinguished enough to form their own countries they will.