The label does have a range of applications, from residents of the six-state New England region or Connecticut in particular to a Manhattan professional baseball team to anyone north of Dixie (often prefaced with “damn”) to anyone from the USA who lands in a foreign country.

Along with the shortened “Yank.” Or its many uses as an adjective.

The word’s origins, though, are contested.

1. The earliest recorded use is credited to British General James Wolfe in 1758 when he complained about the Americans under his command. The British continued to use it in a derogatory fashion. The pompous fools.
2. A largely dismissed theory had it arising in a French word for English-speaker that the Wyandot rendered into Y’an-gee.
3. Another had it being adopted when New Englanders defeated a Native tribe who had identified themselves as Yankoos – meaning invincible. Problem there is the tribe must have been invisible all along.
4. More likely is a derogatory Dutch-language origin in the early 1600s through New Amsterdam, beginning with the name Jan, for John, pronounced Yan. One theory has Jan being applied to any Dutch-speaking English colonist, a kind of winking acknowledgement that they could converse. How about having it originate among those Dutch-speaking Englishmen? I haven’t seen that suggestion before.
5. Or it may have been imported from the Old World as Jan Kaas, “John Cheese,” a generic nickname the Flemish had for Dutch in the north.
6. Or Jan might have been combined with another popular Dutch name, Kees, into Yankee, as English-speakers turned it against the New Netherlanders.
7. And then those New Netherlanders soon slapped the word on English colonists in nearby Connecticut.
8. By 1681 there may have even been a Dutch pirate, Captain Yanky or Yanke. The Dutch settlers, now subsumed into the English colony of New York, may have seen the Brits as pirates. Sounds awfully late in the timeline for me. I think it was definitely widespread slang before that.
9. By the time of the Revolutionary War, the song “Yankee Doodle” was well established. Whatever its original intentions of mocking the Americans as simpletons, New Englanders took it as a badge of honor, macaroni and all.
10. Somehow, after the Revolution, it became a synonym for Protestants descended from New England Puritans and their values. Take “Yankee ingenuity” as a prime example.

None of these quite convince me, but I feel Scottish, Swedish, and even Persian roots are even less likely.