Most nationalism either is based around an established ancestry-derived ethnic identity (which is what “ethno-nationalism” usually refers to), or seeks to construct a new identity (which itself can be viewed as ethnic) transcending existing ethnic lines within the population of a state (the PRM regime in Mexico is an example of this); you might call this cosmopolitan nationalism.
> I can think of maybe two nations whose brand of nationalism does not relate to an ethnic group and I will probably push it for the USA.
States often contain multiple different kinds of nationalism in their population, and may even contain different kinds in their governments. The USA definitely has nationalist factions of both the ethnonationalist (specifically White nationalist) and cosmopolitan nationalist kind.
> Israel is probably the only ethnoreligious nation,
The Israeli state is possibly the only strongly ethnoreligious state. Ethnoreligious nationalism is a large subset of ethno-nationalism, but states in places with strong ethnoreligious nationalism don’t always build both ethnic and religious character into their state structure.