While your country of residence and nationality seems like it’s the same place, it means two things. But if you live and work in your own country or naturalization, they might both have the same answer.
Your country of residence is simply the country where you frequently live, work and pay taxes. It may or maybe the same country as your nationality especially if you’re living in another country on a visa or have permanent residency there. Fill in the country where you will be physically residing on a long-term basis at the time of form submission. For example, United States is the country of residence for some of the H-1B visa holders.
Your citizenship would be your home country and would usually be indicated on your passport. You are a citizen of this country and are subject to be protected by its jurisdiction on an international level. You can have dual nationality, but not all countries allow dual citizenship.