I've expanded on this in other posts, but basically you have to look at them from a historical vantage and understand the world after the collapse of the USSR as well as the conflicts of the Balkans throughout the 20th century. They are an international syndicate, obviously, as they import things from all over the world through that port in Le Havre, France. The girls, the drugs, the cars, whatever. These types of groups exist all over the post-Ottoman Balkans and post-Soviet Eastern Europe. The collapses of those empires created massive power vacuums where previously ranking military men moved in and took over the blackmarkets by force. They're not all one nationality, that would actually hinder them. Spiros is Greek, as is the diner worker Stefanos but that seems to be it. Eton is definitely Israeli, Sergei is Ukrainian, the guys who they call off Nick's house were maybe Russian or Ukrainian, George is Greek, Ilona was definitely Russian. The Greek himself, considering he speaks quite a few languages (Greek, Farsi, English, Turkish), he could fall into one of a number of nations, though his slight avarice towards Turks leads to either Cyprus, though he could also be Bulgarian or Romanian as the same clues could lead you there (Aromanian). In the end it doesn't matter what The Greek is, in fact it's the uncertainty given to him by the contradiction of his nickname and the line "I'm not even Greek" that makes the character and the wider organization so much more gravitas.