I am more inclined to believe that, on the next level, humanity is not a single being (we certainly don't act as such) but rather a collection of smaller but interacting meta beings. I think your are right to say that an ethnic group is one member of that collection. Other patterns of assembly are religions, corporations, nations, which are all meta beings, up one level from our bodies and minds. These meta beings outlive their individual constituents: they continue to exist even after all its members have died and been replaced.
However, I don't think there is a way, or even a need, to connect all these beings together into a single one. Just like all the living biological cells in the world could not make a single body, nor can the individual minds of our species make a single meta being.
If, for a moment, we imagine that such an event occurred, there would be no more room for transcendence because transcendence requires continuous interaction between individual constituents of a system. With only one being in existence, no more interaction is possible, and you have reached a transcendental dead end.