Where was he born, relative to modern day Macedonia?
That’s who owns his history.
However he was ethnically Greek - his family was from Greece proper and they ruled over a mixed-"race" empire of Greeks and Dacians/Thracians
He was not Slavic like the majority of people in North Macedonia - the Slavs came in the 6th century with the collapse of the Avar Khaganate (Avars were Mongol-ic people) and the Graeco-Romans moved south, depopulating the lands
It would be like the English claiming King Arthur (a Briton ruler who fought against the Anglo-Saxons) as their own