Animals, though different than humans, do technically have different ethnicities. With animals its a bit more complicated as there's so many different species that come from different places but have migrated to a bunch more different places over many years. Generally, animals define their ethnicity as where they were born in, where their species originated, their religion, their language, and/or where their parents were born. In contrast to this, Ucrya and Lenstruyna citizens are more often defined as a nationality due to a lot of different animals with a lot of different ethnicities being in them. There are still animals adapted/native to these specific regions however.
Animal coat colors vary wildly, and this is a product of migration and animal origins. Most animals started out with their natural colors, but over time, hybrids started entering their generations more and more and more "unnaturally" colored animals became common. It is actually quite rare for animals to have no hybrids at all in their ancestry as it was so common for a lot of them. Certain species in their native area can also have very different features compared to the same species in a different country. For example, Mountain Goats originate in Olbania, and are mostly always white but - due to Mountain Goats in the ancient times reproducing with other animals and migrating to different areas - there can be black Mountain Goats or brown Mountain Goats or even blue Mountain Goats like Lukas. Animals like this often still define themselves as coming from that original place because their species originates there even if they could have never lived in Olbania or whatever country their species is native to.
There is also some variation in features besides coat color with different ethnicities. This is also likely a combination of evolution, adapting to habitat, and origin. For example, opossums that are Rybinovan can have different snouts compared to other opossums and are more likely to have bumpy or hooked snouts. Another example is that Mountain Goats, unlike many other animals, still have digitigrade legs both because it makes them adapt to their natural habitat (mountains) better and because they simply haven't gone through the evolution stage of getting plantigrade legs yet.
Looks of cats depending on region - In order: Presweavya, Rybinova, Prykordonne, and Ucrya. Do keep in mind this could be considered a little stereotypical and there are of course lots of variation in all countries, but these are just cats that are the best suited for their environment.
Some animals found across the story and their origins. (See World Map for country and continent names as well)
Cats - Presweavya (Commonly Olban, Presweavyan, and Labiltan)
Dogs & Wolves - Around Croeulani (Commonly Eibenstadtan, Sugru, Abainish, and Olban)
Opossums - Lenstruyna & Abainland (Commonly Rybinovan, Olban, Abainish, and Lacraelian)
Mountain Goats - Olbania (Commonly Olban, Nipokiyan, Prykordonnan, and Eibenstadtan)
Other types of goats are believed to originate from Lacraelia to Labilti.
Goatcats & Goatdogs - Unknown (Commonly all or a mix of ethnicities)
Dragons - Drakenia (Commonly Drakenati, Zhongiyan, Labiltan, or Prykordonnan)
Seals - South Pole (Commonly Abainish, Ihkalian, Prykordonnan, Sugru, and Rybinovan)
Bats - Prykordonne (Commonly Drakenati, Labiltan, Prykordonnan, and Olban)
Snakes - Presweavya (Commonly Drakenati, Labiltan, Presweavyan, and Abainish)