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yes
no, there are no elves or other magical beings associated with the Christmas in Ethiopia.
Santa Claus
yes many people say their is and research says yes
kalikantzia
By virtue of being a Christian tradition, no magical beings are associated to Christmas in Mexico, beyond the gift-giving visit by both Saint Nicholas (a.k.a. Santa Claus) on December 24th, and the Three Wise Kings -- Melchior, Gaspar and Balthasar -- during the Epiphany Celebration, on January 6th.
Vietnamese who celebrate Christmas do believe in their own Santa Claus. Here he is called Ông già Noel, a name which translates roughly to "Christmas Old Man" or "Old Man Christmas."
yes
They are referred to as 'squibs.' Mr. Filch is a squib, as is Mrs. Figg.
This is because they are magical beings and exist by magic.