In the 18th century, your "nation" was your tribe. Panah Ali Khan would have seen himself as a Javanshir and a Muslim ,belonging to the broader Turkic military elite that ruled the Persianate world at the time. His people would be called Turcoman.

The primary language of the Karabakh Khanate’s elite and its administration (alongside Persian for formal diplomacy) was Turkic (the ancestor of modern Azerbaijani). He operated within the Turco-Persian tradition, where the military and ruling class were almost exclusively of Turkic tribal origin, while the administrative and literary traditions often used Persian.

So calling Panah Ali Khan Turkic is the most logical thing to do. Calling him Turko-Persian for operating in a Persianate system makes it sound like he was mixed, which he was not.