Where in the Bible do we read that all who are in Christ make up a "nation"?
1 Peter 2
4 To whom coming, as unto a living stone, disallowed indeed of men, but chosen of God, and precious, 5 ye also, as lively stones,
are built up a spiritual house, [the same house that Paul spoke of to the Gentiles in Eph 2] an holy priesthood, to offer up spiritual sacrifices, acceptable to God by Jesus Christ. 6 Wherefore also it is contained in the scripture, Behold, I lay in Sion a chief corner stone, elect, precious: and he that believeth on him shall not be confounded. 7 Unto you therefore which believe he is precious: but unto them which be disobedient, the stone which the builders disallowed, the same is made the head of the corner, 8 and a stone of stumbling, and a rock of offence, even to them which stumble at the word, being disobedient: whereunto also they were appointed. 9 But ye are a chosen generation, a royal priesthood, an holy nation, a peculiar people; that ye should shew forth the praises of him who hath called you out of darkness into his marvellous light:
10 which in time past were not a people, but are now the people of God: which had not obtained mercy, but now have obtained mercy.
G1484
ἔθνος éthnos, eth'-nos; probably from G1486; a race (as of the same habit), i.e. a tribe; specially, a foreign (non-Jewish) one (usually, by implication, pagan):—Gentile, heathen, nation, people.
Both Jew and Gentile are that nation. The Gentiles, who were not a people of God, became a people of God with the Jews. Rom 9 and 10.
Rom 9
22 What if God, willing to shew his wrath, and to make his power known, endured with much longsuffering the vessels of wrath fitted to destruction:
23 and that he might make known the riches of his glory on the vessels of mercy, which he had afore prepared unto glory, 24 even us, whom he hath called, not of the Jews only, but also of the Gentiles? 25 As he saith also in Osee, I will call them my people, which were not my people; and her beloved, which was not beloved. 26 And it shall come to pass, that in the place where it was said unto them, Ye are not my people; there shall they be called the children of the living God. 27 Esaias also crieth concerning Israel, Though the number of the children of Israel be as the sand of the sea, a remnant shall be saved: 28 for he will finish the work, and cut it short in righteousness: because a short work will the Lord make upon the earth. 29 And as Esaias said before, Except the Lord of Sabaoth had left us a seed, we had been as Sodoma, and been made like unto Gomorrha.
30 What shall we say then?
That the Gentiles, which followed not after righteousness, have attained to righteousness, even the righteousness which is of faith. 31 But Israel, which followed after the law of righteousness, hath not attained to the law of righteousness. 32 Wherefore? Because they sought it not by faith, but as it were by the works of the law. For they stumbled at that stumblingstone; 33 as it is written, Behold, I lay in Sion a stumblingstone and rock of offence: and whosoever believeth on him shall not be ashamed.