English along with Scottish, Welsh and Northern Irish are not nationalities. They are regional UK identities which is why none of them actually appear in a passport under nationality.
They are ethnicities which, according to Cambridge Dictionary, means:
"A large* group of people with a shared culture, language, history, set of traditions, etc., or the fact of belonging to one of these groups."*
And:
"The idea that English is an ethnic identity is widely repeated in the media and politics. That Englishness has become even more inclusive at a time in which our society has become more divided is to be welcomed.
Ethnicity is clearly much less important outside a small hardcore of residents. The further development of an inclusive Englishness would benefit from positive engagement by leaders across the political spectrum. This should aim to encourage BAME citizens to see English identity as open to them and that the strongest English identifiers continue to support the opening up of English identity.”
- John Denham, director of the Centre for English Identity and Politics
The same holds for Scottish, Welsh and Northern Irish.
The nationality of any UK citizen is British. Considering most English wish to keep the UK Union together, the fact British is the nationality of the United Kingdom shouldn't be forgotten.