Lily will be white, and therefore I’m honestly not sure it matters which ethnicity the eventual Annie is.
(Since they’re only PRETENDING to be her parents, and since it’s a musical comedy, Annie herself can plausibly be of any ethnicity at all… white, black, Latina, etc.
White savior narrative… ha. Regardless of Annie’s racial background, the villainy of the bad guys will stem not from which race Rooster and Lily, or Miss Hannigan for that matter, are… but from how persuasive they are as con artists. Which is as it should be.)