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While doing my studies on the rise of Armenian nationalism in the Ottoman empire and the events that lead up to the genocide, I came across a few interesting points about Turkish Nationalism that could possibly help you. Generally when studying nationalist movements in Turkey you come across three main points and they are pan-turkism, pan-turanism, and Anatolianism however, I personally believe pan-turkism and Anatolianism are both more narrowly defined terms of pan-turanism.
The 'Turan' is generally referring to the region of central Asia, while there isn't a cultural relationship between ancient Turanians and the Ancient Turks, the terms Turk and Turanic have been used anonymously in the Islamic era to refer to the Turkic people due to the Turkification of that region. Pan-Turanism is extremely broad in the sense that it covers peoples groups of the entire Uralo-Altaic culture group and according to the Ottomans this stretches from the Altai mountains in Eastern Asia to the Bosphorus. Sometimes the Magyars of Hungary, the Finns, and Mongols are included in this description depending on interpretation.
The Turks have their own form of pan-Turanism or more specifically pan-Turkism. It was embraced by the Young Turks and the idea was to create a Turkic cultural unity that was semi-secular based on a national identity for Turks rather than religious. At the same time there was a religious turkic movement and many supported for the semi-secular movement immigrated into the Ottoman Empire. Anyway, in the early 20th century what you see is a shift of Turkish identity that drifted away from religion into a nationalism movement that looked to replace the caliphate with a state. Enver Pasha of the Young Turks was a strong proponent of the idea of pan-turkism and even became leader of the Basmachi movement that looked to fight Russian and Soviet conquest of the Turkic people of Central Asia. It gets interesting when you bring up the discussion of what is known as "anatolianism" which is the idea that the modern Turkish and Ottoman cultures originated independently from other Turkic groups in Anatolia, in the early republican era of Turkey it was proposed by many intellectuals that Turkish nationalism should be looked at in a Anatolian sense rather than a Turanic sense opposing the idea that history of the Turkish people is traced to outside of the region.
I hope I have helped you, I cannot really answer your question if you are asking for the mindset towards Ottoman identity outside of the late-stages of the Empire.