("al" rhymes with "pal") ("eth" rhymes with "Seth")
The state of being a citizen of a specific country or otherwise a member of a national group.
The state of belonging to a group with a shared ancestral, national or cultural tradition
In common usage in the U.S., "nationality" and "ethnicity" mean very different things. "Nationality" means "What country's on your passport and birth certificate?" and "ethnicity" means "Who were your ancestors." In my case, my nationality is American and my ethnicity is mostly Italian and Irish.
In other English-speaking countries, however, "nationality" and "ethnicity" are almost interchangeable. (This is probably because most countries are believed to have been founded and principally populated by one group of people. This would be various specific Celts for Ireland, Scotland and Britain proper, Franks for France, Indians in India, etc. This belief is not always true, but it is usually there. The people in the U.S., however, have always considered themselves to come from more than one ancestral group. (Back in the 1700s, having Germans and Britons and Dutchmen in the same room counted as a highly diverse meeting, and the concept of ethnic diversity has expanded since.) So nation and ancestry were more clearly two separate things for Americans than for other people.)
To U.S. readers, talking about the "nationalities" of participant in a medical study does not make sense may be confusing because they will be thinking about citizenship and passports and not about shared genes or even shared recipes and eating habits.