I'll bite. Wales is a country only in a "traditional" sense, since it does not currently hold the type of sovereignty we require of "countries" in the usual sense. As Voltaire said, "This body which called itself and which still calls itself the Holy Roman Empire was in no way holy, nor Roman, nor an empire.".

Wales, when independent, could reasonably be described as a nation state, being roughly associated with the Welsh people and their culture, language, history etc. But most countries are not nation states! The USA, Russia, and China for instance are explicitly plurinational.

If you think "nation" and "state" are synonyms (along with "country") then it's redundant to use both. If you think that "state" alone might lead someone to think of Alabama or Minas Gerais then say "nation". If you think "nation" will make people think of Cherokee, then say "country" or "sovereign state".

"Nation state" has a specific and well-established meaning, misusing it is like misusing any other jargon and just comes across as a failed attempt to seem part of the ingroup and hence authoritative.

(yes, apparently I will die on this hill)