If you'd been colonised for thousands of years your group would not exist anymore.
The fact your group - which you are being very coy about - still does exist, suggest that not only have you not been continuously colonised for thousands of years, but that you've probably colonised and absorbed some of your neighbours.
I wouldn't be so sure about that. India is really complex. More than any country on earth. Sinhalese in Sri Lanka never colonized anyone as far as I'm aware, and since you have at least a dozen ethnicities across India, i wouldn't be surprised if some never colonized anyone.