I wonder if the problem is that "proud" doesn't have quite the right meaning for the concept that we are trying to express, in that genuine pride should bem as one pp suggested, related to something that you have achieved, or the achievements of a person very close to you - so you can be proud of yourself for getting a great degreee, proud of your son for winning a tennis game, proud of your Dad for facing an illness with bravery. Can you be proud of someone you never met? I think that you can perhaps be proud to be related to that person.
As an example, I was watching an old episode of Who do you think You Are (the US version) with America Ferrera, whose great grandfather was a General in Honduras who started a revolution. She was fascinated by this but, quite rightly, stopped short of expressing pride as his motives were not clear from the documents that she was shown.
On the other hand, a different episode, with a black actress called Elfre Woodard (whom I hadn't heard of) went back to her great grandfather's roots as a slave in Georgia and it was clear that he had worked phenomenally hard to build up a prosperous life as a farmer after emancipation. I don't know if she actualy used the word "proud" but she was clearly very impressed by what he had done and, in my view, would have had every right to say she was proud, even though she did not know him personally and played no part in his achievements.
On a personal level I am Scottish but have not lived there since I was 18. I'm now 42. Since my "roots" are obvious, I am constantly being asked about Scotland and I have felt less and less cultural connection to the place as the years have gone by. I can't find it in myself to be proud of a place. But I am proud of my family's hard-working background in the mines, and of my grandfathers and Great Aunt who served in WW2. Is pride the right word to use there? I'm not sure, but I can't think of a better one.