So happy I found this thread. I have had an autosomal test at both FTDNA and Ancestry. Neither one shows any Native American ethnicity even though I have at least three way back grandmothers who were Cherokee. FTDNA has me at 100% Orcadian and that's just plain wrong. I do have a lot of Scots, Irish, English but also enough French and German that it should be showing up. My father's line's Y-DNA is a rather rare one, E1b1b1a1c, V22. The most distant ancestor we can identify was in Germany in the 1500s.
Now Ancestry is telling me I have Finnish/Volga-Ural ethnicity thrown into the mix. I am at a total loss to explain this one. I have NO known ancestry from those regions. In going through my "matches" I have noticed that of my matches who are also showing Finnish/Volga-Ural, many of them also claim N. A. that is not showing up in their estimated ethnicity. In my own bumbling way, I had decided this might be my N. A. ancestry, mis-identified. So happy to see that thought has entered other inquiring minds. I'll be watching anxiously to see if there are any changes in Ancestry's ethnicity estimates.