Country means a piece of land usually associated with some polity. Often it’s used to refer to sovereign nation-states in modern times. Constituent country just means the country is just one part of a grander federation, confederation, alliance, or organization. Constituent means it’s something that constitutes something else. Sovereign state means a polity that has no higher governing body than its own government. Nation can be used synonymsly with country or nation-state, but in more academic speech it’s often used to mean a people who share an identity of some kind. It gets very complicated but on a very basic level it’s just people who want to associate with each other on a national level.
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