The first appearance of the Hebrew word גּוֹי (Strong's H1471 - gowy/goy) is in Genesis chapter 10, in the lists of the descendants of Noah's sons after the Flood:
These are the families of the sons of Noah, after their generations, in their nations be-go-ye-hem: and by these were the nations hag-go-yim divided in the earth after the Flood.
-- Genesis 10:32 (KJV)
The LXX has τα εθνη (the nations).
Accordingly, every nation on the earth was גּוֹי (goy), even the nations that were to come from Abraham:
1 Now the LORD had said unto Abram, Get thee out of thy country, and from thy kindred, and from thy father's house, unto a land that I will shew thee: 2 And I will make of thee a great nation le-goy ga-dol, and I will bless thee, and make thy name great; and thou shalt be a blessing:
-- Genesis 12:1-2 KJV
LXX has εθνος μεγα (great nation), here.
Neither shall thy name any more be called Abram, but thy name shall be Abraham; for a father of many nations ha-mon go-yim have I made thee.
-- Genesis 17:5 (KJV)
The LXX has πολλων εθνων (many nations), here.
Now, when the narrative gets to Moses and Israel, the author records these words of God, given to Moses, for Israel:
5 Now therefore, if ye will obey my voice indeed, and keep my covenant, then ye shall be a peculiar treasure unto me above all people: for all the earth is mine: 6 And ye shall be unto me a kingdom of priests, and an holy nation ve-goy ka-dosh. These are the words which thou shalt speak unto the children of Israel.
-- Exodus 19:5-6 (KJV)
LXX has εθνος αγιον (holy nation), here.
So, even Israel, itself, was גּוֹי (goy), albeit a holy one. But it only remains a "holy goy" as long as "ye will obey my voice indeed, and keep my covenant". Otherwise, it stands as just another goy, like it was before the LORD set it apart for his "peculiar treasure" -- the means by which His Law would bring such blessing that the LORD, himself, would be attractive to all the other goy-im (Deuteronomy 4:5-9), and thus draw them all to Himself.
There is no inconsistency between the Hebrew and Greek. Where the Hebrew has גּוֹי, the Greek has ἔθνος, the words just referring to "a multitude of people".
Matthew 4:15 has Γαλιλαία τῶν ἐθνῶν (Galilee of the nations), and Isaiah 9:1 has גְּלִ֖יל הַגּוֹיִֽם (Galilee of the nations).
Where was the LORD's "holy goy" in first century Palestine? What became of the LORD's "holy goy" after 70 AD? Where is the LORD's "holy goy" today? These are questions for another time.