Whenever I want to change it, nothing happens. I choose my country, click ok but nothing happens and I still have „no nationality“

Can anyone help ?

If you change to countries in east Asia, which I assume is what you try, you can't do that while not physically being in that country.

Changing to all other countries should work fine.

Maybe the temporary issue is still present: https://www.speedrun.com/the_site/thread/kuo2m