1875 (adj.) "of or pertaining to the Holy Land;" 1905 (n.) "an inhabitant of Palestine," from Palestine + -ian. Also in early use with reference to Jews who settled or advocated Jewish settlement in that place.
from Latin Palestina (name of a Roman province), from Greek Palaistinē (Herodotus), from Hebrew Pelesheth "Philistia, land of the Philistines" (see Philistine). In Josephus, the country of the Philistines; extended under Roman rule to all Judea and later to Samaria and Galilee.
Revived as an official political territorial name 1920 with the British mandate. Under Turkish rule, Palestine was part of three administrative regions: the Vilayet of Beirut, the Independent Sanjak of Jerusalem, and the Vilayet of Damascus. In 1917 the country was conquered by British forces who held it under occupation until the mandate was established April 25, 1920, by the Supreme Council of the Allied Powers at San Remo. During the occupation Palestine formed "Occupied Enemy Territory Administration (South)," with headquarters at Jerusalem.
variant of suffix -an (q.v.), with connective -i-. From Latin -ianus, in which the -i- originally was from the stem of the word being attached but later came to be felt as connective. In Middle English frequently it was -ien, via French.
Others are reading
<a href="https://www.etymonline.com/word/Palestinian">Etymology of Palestinian by etymonline</a>
Harper, D. (n.d.). Etymology of Palestinian. Online Etymology Dictionary. Retrieved $(datetime), from https://www.etymonline.com/word/Palestinian