hi! questions of the human interrelatedness is right up the street of /r/AskAnthropology or /r/AskScience (Biology or Social Science categories), so it would be worth x-posting to one/both for their input

All humans are very recently connected, but common current belief, (that is still under 'discussion'), is that Asians, Europeans and Native Americans all descended from people who left Africa after about 65000 BCE. But then so are Australians and Melanesians. There may have in fact been several migrations which mixed together. Its enormously complex and riddled with peculiarities. Your group is probably more closely related to one another than say Australian Aborigines, but even there there has been some recent genetic influx from the north. Sub-Saharan Africans are the original group and are probably further from the other groups, and more diverse.

To do a detailed analysis would be a long and complex task, perhaps someone with more time can assist. Generally you're correct but I'd be wary of making any sweeping statements because of it. We're still only 20-30years or less into this sort of genetic analysis and I think there will be a lot more stuff to follow that could alter our picture.

Well, all humans are related. But current thought is that modern humans evolved in Africa around 90,000 years ago, and all humans descended from populations not in Africa are from a number of waves of people who left Africa. As such all non-African humans are a small subset of the existing human DNA, while the most variations exist within Africans. DNA studies have shown that any 2 random non-sub-Saharan Africans are more closely related than 2 Africans from neighboring tribes are to each other. It also looks like all non-sub-Saharan African humans have some Neanderthal DNA. So the Neanderthal DNA is something shared by the groups you'ved named that sub-Saharan Africans don't have. But it's only a small percentage-1 to 4% of any person's DNA. But you shouldn't make too much of this--the visual differences and similarities are pretty insignificant overall. It's only a tiny percentage of DNA out of the total. You'd probably think that two people of neighboring African tribes look pretty similar, while a Scandinavian and an Australian Aborigine look quite different. Yet it would be the two Africans that would be the most different at the DNA level.