He seemed pretty Colovian to me.
Colovia seemed just like Nibenay to me. Bethesda didn't have a concept of a race of imperials when they made Tiber Septim though, or else he might have been an imperial.
The more recently created holidays of High Rock are those like Tibedetha, "Tibers Day," celebrated every 24th of Mid Year in honor of Alcaire's most famous, son, Tiber Septim.
Or the untrue version, except that no myth is false (lol)
He was born in Atmora as Talos, 'Stormcrown' in the language of the ancient Ehlnofey, and it was from that shore he sailed. He spent his youth in Skyrim among the Nords.