un luxembourgeois, une luxembourgeoise - la nationalité luxembourgeoise
Luxembourg
My nationality is 'ma nationalité' in French.
French = LuxembourgGerman = LuxemburgLetzeburgesch = Lëtzebuerg
To say "your nationality is" in French, you would say "votre nationalité est."
le Luxembourg
You can say "Ma nationalité est arabe" in French to express that your nationality is Arab.
The Capital of the country of Luxembourg is (also) Luxembourg
Austria in French is "L'Autriche" (country not nationality)
In French, "Luxembourg" is referred to as "le Luxembourg." The definite article "le" is used because "Luxembourg" is a masculine noun. Therefore, you would say "le Luxembourg" when discussing the country.
Nationality is translated as "nationalité".
It depends on the nationality. If I were to say you are English and you're a boy I would said anglais. If you were a girl, I would say anglaise. If you were French and a boy I would say français; if a girl, française. The female form of a nationality always end in "e". But it really just depends on the nationality.
Egypte nationalité