Hellene is used in a religious meaning for the first time in the New Testament.
From the en.wikipedia.org
As a philanthropist and phil-hellene, Telly Savalas supported many Hellenic causes and made friends in major cities around the world.
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Greek: a native or inhabitant of Greece
The Greeks or Hellenes (Greek: u0388u03BBu03BBu03B7u03BDu03B5u03C2 ) are an ethnic group native to Greece, Cyprus, Albania, Turkey, Southern Italy, and other regions. They also form a significant diaspora, with Greek communities established around the world.
The Greeks (Greek: u0388u03BBu03BBu03B7u03BDu03B5u03C2) have been identified by many ethnonyms. The most common native ethnonym is "Hellen" (u1F1Du03BBu03BBu03B7u03BD), pl. "Hellenes" (u1F1Du03BBu03BBu03B7u03BDu03B5u03C2); the name "Greeks" (Latin: "Graeci") was used by the Ancient Romans and gradually entered the European languages through its use in Latin...