Cissé is a northerner, of course; a Songhai I suppose?
I searched and while I didn't find anything definitive on his ethnicity, what I did find indicates that Cissé is a surname in use among the Mande peoples.
Certainly not exclusively. A quick search found Fula and Wolof people by the name. Of course, West African languages/peoples are not actually endogamous groups or anything, which is a large part of the reason why such info isn't widely available for townsfolk - their ethnicity is frequently not clearly defined (and countries certainly aren't encouraging ethnic definition, what with the threat to "national" unity and all).
In any case, given Cissé's politics, he will not be in favor of a separate Azawad.
No, of course not.
There was peace or near-peace in the north for the first twenty years of democracy though - as long as Touareg had some hope that democracy might lead to a fairer treatment of their grievances. here (second half)
is a current interview with him on the issue, bearing in mind that he's running for President again.