My mother is Afro-Caribbean (West Indian). She has noticeable African ancestry but probably more white ancestry than most AAs (esp. Scottish and British). My father is German/Russian and is an Ashkenazi Jew.
I'm sorry to hear about your problems w/your sense of identity. It's understandable considering how many people get confused about us and therefore send us confusing, conflicting messages about who we are.
I always knew what I was. The frustrating thing for me was (again) that so many other people were confused about me. When I lived north of where I am now, few people questioned my identity because I was very fair, had green eyes and other white features, straightened my hair and only spoke ebonics inside my house. They assumed I was white, or "whitish". My regret about that part of my life is there weren't enough black people around. My mom made it clear that was by her design. So I had to go out of my way to make black friends.
When I moved closer to the Pacific and had a tan all year round and let my hair do it's thing LOL ... Suddenly it was a barrage of "'What are you?"s and people thinking I'm Greek, Spanish, Italian or Brazilian . Lots of folks, especially other Jews, knew I'm Jewish (Notice all the other groups are mixed with African ancestry.) When I try and go through security checkpoints at the airport, I am Arab. I was especially Arab just after 911 happened. I had to fly frequently then and every. single. time. coming. going. I got stopped, questioned and frisked. It was truly humiliating But equally baffling, when I've refused to fill out my "race" on business forms, they mark "white" I think those people are perhaps visually challenged, or maybe from the same crowd that thinks Slash or Vin Diesel or Malcolm Gladwell is just "white".
Anyway, the things that probably have helped me stay grounded in terms of identity: constantly learning about all of my heritages and keeping those groups of people in my life (but also others, too). I also find that engaging in cultural rituals helps too. But mostly, I just remind myself that I am more than the sum of my ethnic parts, just like everyone else is more than the sum of theirs. This unfathomable experience called life is full of incredible people from all ethnicities and walks of life. It's my loss if I close myself off to any of those groups of people.