Which class do the most primitive Protozoans belong to?
They belong to class Mastigophora/Flagellata which includes the Euglena: organisms having both plant and animal characteristics. If, the Euglena were to develop a cell wall the organism would be unquestionably plant. If, however, the Euglena were to lose their chloroplast then the organism would be animal.
It is easy to understand why a Euglena type organism may have been evolutionary ancestor to all other Protozoans.