I doubt the Enslavers would have anything to do with the Ethereals - they're just not the Enslavers' style (the Enslaver MO typically being to latch onto psychic creatures and parasitically mutate them into a living warp portal for more Enslavers to come through and restart the process in a chain reaction).
If you're wanting Ethereal theories, for many years now mine has been that they're Tau from the future. The idea goes somewhat like this:
The Tau eventually end up taking over the galaxy, and turn out to be just as benevolent as advertised (this world is something I have plans to explore at a later date, in something that's essentially going to be the spiritual antithesis of Rise of the Tau). At this point in the future, the Enclaves, through their relaxed social restrictions, have ended up giving rise to a new kind of Tau through thousands of successive generations - one that combines traits from all of the Castes to various degrees, creating a charismatic philosopher-scholar. In time, these Tau will eventually constitute a sizeable portion of the Enclaves' descendants, but in the mean time a small contingent of them embark on one of the most ambitious Tau technology projects yet - a starship that can travel through time as well as space. The immense knowledge they have attained through years of study is assumed to prove useful on the vessel's maiden voyage into the past.
However, at some point into its first time-jump, a major problem occurs when the ship runs into the warp storms surrounding T'au during the distant past. The pre-spaceflight Tau had no knowledge of the warp, and thus no way of knowing what the warp storms were, which in turn means that no historical records of them exist amongst the Tau (and any Imperial records that might have documented them are lost to time and never encountered by the Tau). Consequently, the ship runs straight into them, is badly damaged by the raging empyrean forces and suffers critical navigation failure. The crew abandon the ship in its escape pods, leaving it to crash on T'au's innermost moon (one component that survives relatively intact is the warp-drive that forms a part of the time machine).
It is night on T'au when the escape pods reach it, leaving flickering lights in the sky as they pass through the atmosphere before landing in the mountains. The survivors emerge and spend the next few Rotaa regrouping, assessing the situation and planning. Despite their best attempts at concealment, they are occasionally half-glimpsed by the ancient Tau as they make their way through the mountains.
It quickly dawns on the survivors that they are now stranded in the middle of the Mont'au, and as the date of Fio'taun's historic resolution approaches, the philosopher-scholar Tau know what they must do. Two volunteers of their kind approach the famous city, each making their way towards one of the opposing sides. When they reach the battle, they use their intimate knowledge of history and a few parlour tricks from their advanced technology to impress the ancient Tau, and pass themselves off as superhuman (super-Tau?). The ancients would not listen to talks of peace and unity from other mundane Tau, but these supposedly supernatural beings are an entirely different story, and a truce is finally negotiated. The volunteers identify themselves as Ethereals.
Taking their cue, the rest of the philosopher-scholar survivors make their presence known, and the rest is history. The Ethereals spend the rest of their days carefully guiding Tau civilisation with knowledge thousands of years in advance of their contemporaries (the Tau's rapid technological growth is essentially them very subtly giving radio to the romans
and the offer to join the Tau'va that gets made to other species is a kind of large-scale way of saying "Come with me if you want to live"), such that it will inevitably reach the exact same point at which they first departed and create a stable time loop.
So the Tau are uplifted and the Ethereals were created, but the ones that did it were... the Tau.
A similar concept was created much later independently by Tael, who wrote about it here
Does it mention what age of technology the ethereals came? Maybe post ww2 ish age.
The Ethereals arrived at the height of the Mont'au. While no explicit mention of technological development is made, it is known that the Tau had primitive guns at the start of it, which would put them at at a technological stage at least equivalent to the late Middle Ages. It's also known that the Tau didn't begin to explore space until after the Ethereals arrived and the Mont'au ended.
Personally I've always seen the Mont'au as beginning at a technological development point roughly equivalent to the Thirty Years' War and ending at technological development point roughly equivalent to the First World War.