Nationalism is a modern phenomenon, ethnicity is not. Zionism was conceived at the same time as the national movements of Europe were being developed, and like the rest of the nationalist movements, was conceived to be a secular project, by secular, non practicing Jews. The very fact that one, even before the foundation of the zionist movement, could be considered Jewish despite not following the religion proves that it's not merely a religion. Just lookat how Marx was considered Jewish despite his atheism, and despite the fact that his father was a Christian convert. The comparison with catholicism is also inadequate, since Judaism is an ethnoreligion (and not the only one, mind you), while catholicism is not. Before the 19th century European Jews lived on enclaves, partly by choice, and partly due to religious persecution, and they have always considered themselves to be separate from the gentiles around them, making them an ethnic group by definition.
I do not know, however, if different ethnic groups of Jewish people thought of themselves as the same people prior to the 19th century. In ancient times different Jewish groups definetely thought so (see, for instance, the history of the Greek Jewish diaspora and their relationship with native Judeans), but things can change a lot in a few hundred years.
And historical context is definitely important, a group of people can consist of an ethnicity now, but not 100 years ago, and so on. Just because they have come to be part of the same community now doesn't mean that their ethnicity is "fake" however, since it's by definition a social convention, a cultural concept, not a biological one. I also do not agree that Zionism is responsible for the modern concept of jewishness.