Bizarrely, there's no good word for "pertaining to a country". The likely preferred option "national" is subject to a similar objection ("It gets even worse when said foreign country isn't a nation!"--not all countries are nation-states, and we have more than one salient example in the anglosphere!), and "state" has the unfortunate property of meaning something very different to an American.
And interestingly, government is not that clear either.
In Hungarian, for example, we use kormány to mean a mix of government, administration and cabinet, but mostly cabinet. Still it's usually translated to and from "government". But in English government is a very broad word that basically means all the tax funded institutions, not just the ministers. We rather call that "the state". For example in Hungarian nobody would say we have "government-funded" education or healthcare, rather we have "state-funded" ones. But in English "state" is very overloaded with many senses, so "government" took its place. It used to be strange to my ear in American movies when I knew less about the system, e.g. really the government is trying to find you? Like ministers and stuff?
"National" is a weird word in English, because it doesn't typically mean "pertaining to the entire nation" but more like "pertaining to the entire country". I think it's usually the proper term. It translates to "country-al" in the other languages I know.
That said, I don't know about the UK. If a Londoner talks about the "national level", is that England or the UK?
Oh damn I'm wrong and starting to see your point. Eg in German, "land" refers specifically to the federal state and not the federation. You need to use bundessomethingsomething to address all of Germany. Weird stuff!
EDIT suddenly I realize how weird a name the UN has. There's not really any proper nation states left in the word. Bhutan maybe?
I have no idea, but I like to think that it would've been the United Countries but then Scotland would've wanted a seat.
The name of the United Nations is an artifact of WWII - that was the name chosen by the alliance on 1 January 1942, just after the US entered the war, to describe their now-common cause. Given the wide variety of regimes fighting on the same side [1] and the common ideological basis of the combatant countries, "nations" and "brotherhood of nations" style of nationalism were an umbrella everyone could get behind while still having an appropriate amount of emotional oomph.
