Well, since you dug this back up, I’m gonna say that he’s obviously Puerto Rican.
Puerto Rican is not a nationality. Puerto Ricans are Americans.
He doesn’t have one. He is actually just Satan/evil spirit that possesses people/takes over other people’s bodies’. Yeah, I know it has not been officially said that he is actually Satan, but he has many aspects of the Fallen One.
Raul Julia played him with a British Accent (and wanted to kidnapp the Queen of England to force the establishment of the Bison Dollar as currency) so he must be English then