That's a good question, though not one that anyone can answer. It can't be inferred from what they wrote because they were unaware of where we are today (and who knows where we're headed). However, they were not all of one mind. Some were much more liberal than others, particularly Jefferson.
As to people thinking they were citizens of their state before the United States, I'm not so sure. They may have but I don't think it made all the difference on which side they were on during the Civil War. It's just not that simple for some people. For instance, Samuel Cooper, who was married to one of George Mason's granddaughters, was Adjutant General of the Confederate Army. He was from New York. In his case, I suspect that he went with the South because he had previously been Adjutant General of the US Army under Secretary of War Davis and partly, perhaps, because he married a Southern Belle. In any event, they are my wife's great-great grandparents (on her mother's side).
In another twist on the funny things people do, Davis's widow, Varina, moved to New York for a while but then so did General Santa Anna of Mexico. These days they'd probably move to McLean, Virginia.
Apparently there is much interest in what exactly the militia is, still, partly I suppose of the inconvenient use of the term in the amendment. But the militia was a well established institution at the time, both here and elsewhere, and I imagine it was seen as a given. Never heard of the naval militia.
Shoot low, sheriff. They're riding Shetlands!
Underneath the starry flag, civilize 'em with a Krag,
and return us to our own beloved homes!
Buy War Bonds.