Race vs Nationality vs Ethnicity?

One of my parents grew up in a country in North/Central Africa (I will not be mentioning which one for privacy), and their parents had lived in two countries in Africa for several years well before they were born. My parent has documentation to prove they are considered of that country’s nationality as they were born there and grew up there. A few of their experiences in life were shaped by living in that country, some of which that indirectly affected me in terms of cultural practices and lack of knowledge about the college application process in the US. I do not want to make a mistake or offend anyone, so I wanted to ask what would I put when I select the race/ethnicity section of my college application. What is the difference between race, nationality, and ethnicity? Is the ethnicity I pick cultural or based on physical characteristics and race?

Very very simplistically:

Nationality is your citizenship.

Race (for the census and for colleges) is black/white/Asian/Native American/Pacific Islander or a mix of 2 or more.

Ethnicity means belonging to a group with a common cultural or national tradition. Which for colleges is simplified down to hispanic or not hispanic.

North African from a race perspective is almost always (but not always) white. Simply having Afican origins does not make one black, if that’s your question.

What you are is something none of us know.