...and by nationality, I consider each distinct Chinese dynasty a different "nation." Also, it's nationality, not ethnicity, so do not be surprised if a nation's representative is not necessarily of that nation's dominant ethnic group.
India - Damo (didn't really appear in any Jin Yong story, but we know that he existed in the context of the Jin Yong universe)
Northern Sung Dynasty - the Janitor Monk
Khitan Liao Empire - Siu Fung
Great Yin Kingdom - Mo Yung Bok
Dali Kingdom - Deun Yu/South Emperor Deun Chi Hing (it's kind of debatable which one of them was the better overall martial artist)
Hsi Hsia Kingdom - Hui Juk
Tubo Kingdom - Kau Mor Tze
Southern Sung Dynasty - Dook Goo Kau Bai
Jurchen Jin Empire - unknown (no representative who would acknowledge allegiance to the Jin Empire, although Central Divinity Wong Chung Yeung, Ancient Tomb Sect Founder Lam Chiu Ying, and North Beggar Hung 7 Gung lived within its borders for a number of years)
Mongol Empire - Golden Wheel Monk
Yuan Dynasty - Cheung 3 Fung
Persia - Three Emissaries of Persian Ming Cult
Ming Dynasty - Dung Fong But Bai
Qing Dynasty - Divine Dragon Cult Leader (DOMD) (?)