I think a more productive inquiry would be "In an ethnically diverse group / nation / or whatever, does the ethnic group that is dominant in terms of power / economics / historiography / religious denomination / etc. feel that it is superior? I would guess that the notion of their superiority is a common (but not accurate) belief among the majority. Do the ethnicities that are not dominant share this view? Almost always not, in my limited observation. They know better. They tend to believe that no one culture / ethnicity is inherently superior. (Again, according to my limited observation.)

There may be exceptions (you mentioned South Africa--I would think that there are a number of displaced Afrikaners who cling to the myth of their superiority). As white people become the minority in the US, we will probably see a number of holdouts who fight to maintain the myth of white superiority, in spite of evidence to the contrary.