Egyptian sculpture, Late 2nd. century B.C.E., marble (Source: Brooklyn Museum, Public domain)
Companions and handbooks are very helpful kinds of sources. They are edited by leading scholars in the particular areas of research, and those editors commission researchers to write individual essays on the subjects which are their specialties. As a result, readers get a much better understanding of the issues involved in a particular subject area, since the authors go beyond factual summaries to analysis of differing arguments in the field.
For companions and handbooks involving ethnicity and race, see:
A Companion to Ethnicity in the Ancient Mediterranean (2014)
A Companion to Late Ancient Jews and Judaism: Third century BCE to Seventh Century CE (2020)
"Ethnic Prejudice and Racism" in The Oxford Handbook of Hellenic Studies (2009)
"Identity" in The Oxford Handbook of Roman Egypt (2012)
Oxford Handbook of Jewish Daily Life in Roman Palestine (2010)
Oxford Handbook of Late Antiquity (2012)
Routledge Handbook of Identity and the Environment in the Classical and Medieval Worlds (2016)
Additional relevant material may be found in the series listed below when you look by Classical author, literary genre, or topic.
Blackwell Companions - With newest titles listed first
Brill Companions - With newest titles listed first
Cambridge Companions - With newest titles listed first