Ethnographic approaches I regard as another. Action research is a third. As I use the term here, methodology is the particular sub-family used within a paradigm. These are the fine grain processes you use for data collection and the like. Focus groups constitute another.
Document analysis is a third.
For safe thesis writing, it is better to justify your choice of paradigm, methodology and methods. I suspect it is also safer to choose a methodology which is reasonably acceptable in the academic circles you move in. What counts as safe may depend on the discipline. In some disciplines, for instance, qualitative approaches are viewed with suspicion. In others they may actually be more in favour than quantitative.