I'm going to have to weigh in here against that director as somebody who has to study Cleopatra VII at degree level, plus own a number of history books on this woman (Adrian Goldsworthy wrote a fantastic book if anybody is interested.
True. Cleopatra was far removed from Macedonia by many generations. However, the Ptolemaic dynasty practiced incest with siblings marrying each other to keep the bloodline pure. Although nobody watched her parents get it on, we can be pretty confident that her mother was Cleopatra V and her father was Ptolemy XII.
Egyptians of this era weren't all sub Saharan black either. They would have looked for the most part as they do today. Egypt and especially the city of Alexandria was also a multicultural society, with Egyptians, Greeks, Phoenicians, Aksumites and Jews etc living together. However, they didn't live together in harmony. For the most part they stuck to their own groups and didn't get on. So, to suggest Cleopatra was black because Egypt is in Africa doesn't make any sense. It shows a lack of understanding of the era.
Finally, here is a bust of Cleopatra made of Cleopatra in the 1st century BC when she visited Rome. This is probably the best we'll ever get to knowing what Cleopatra looked like.
Finally, if Cleopatra was an illegitimate it would have almost certainly been part of Roman propaganda.
TL;DR: the director is clueless