We know with 100 percent certainty about massive intermixing if not outright combination of ethnicity with strong cultural differences all throughout history.
The term you're looking for is pre history. We have thousands of years worth of history where we know about people, different ethnicities, what they did, how culturally different they were.
Ancient Egypt as we know it ENDED over 3000 years ago. We know the names of people from distinct cultures from thousands of years before that
Gilgamesh was written 3800 years ago.