It's difficult to use modern concepts of ethnicity and identity to examine the past.

By and large, when talking about pre-Nation State and, more generally, pre-Industrial societies, we have to keep in mind that most people's identity would be much more strongly tied to their immediate surroundings rather than some overarching sense of belonging. This means that even in the vicinity of the Italian cities, where even the humblest farmer could be expected to have a few years of parochial schooling and would regularly travel to a city or town to bring his produce to market, the prevailing sense identity would probably be tied to the local church parish. As you move up the social ladder, this feeling prevails through the urban bourgeoisie and even the landed aristocracy.

Having said that, in 15th century France, setting aside the military-taxation apparatus which emerged in the final phase of the hundred years war, you do find the presence of rudimentary albeit growing apparatus of centralized government like royal courts and royal roads, which can contribute to some additional sense of wider belonging through the monarchy. In Italy, on the other hand, where there is no overarching apparatus of any kind save for the Catholic Church, identities remained predominantly local. Even in the large urbanocentric states like Florence, Milan, and Venice, identity was predominantly civic. The urban bourgeoisie in Florence would feel Florentine, often markedly so; as would the Venetians. As for the Milanese, when Filippo Maria Visconti died without male heirs, the people of the city revolted and subjected themselves to three years of bitter siege rather than crown his daughter Bianca Maria's spouse, Francesco Sforza. Although Sforza was certainly an unscrupulous soldier of fortune who had twice mutinied against the Visconti and attempted to carve out an autonomous state for himself, his rearing in Southern Italy can't have endeared him to the Milanese burghers either. And although all of the largest Italian cities were able to force the submission of their smaller neighbors and construct formidable states, the wide inability to achieve a sufficiently collaborative political integration (and the malleability of borders between Italian polities) often meant that within these states identities continued to be largely tied to local urban communities.

That's not to say there wasn't any concept of Italy; only that it would have been different from that which developed in the 19th century which we would recognize today. Certainly, Italy existed as a geographic construct: although average people wouldn't have spared much thought to the grand politics of the peninsula, the literary-intellectual class and their aristocratic patrons most certainly did. In the second decade of the fourteenth century, for example, Boccaccio would write that Canagrande Della Scala (the ruler of Verona) was "One of the most notable and magnificent lords known in Italy since the Emperor Frederick" while the poet Niccolò de' Rossi affirmed that Canagrande "Will be king of Italy by next year." Canagrande did no such thing and dropped dead instead, but the point is that there certainly was an overarching idea of Italy, which any sufficiently powerful and successful monarch might have spared a thought to uniting, even though none felt secure and confident enough to actually try.

But the notion of Italy nonetheless remained nebulous. I don't know with precision the degree to which a concurrent idea of identity developed in France or how it broke down across geography and social class, but I can say with certainly that the concept of "Italy," as with all pre-modern notions of identity, was certainly a complicated one. I actually wrote a longer answer about wider Italian identity here,