What do you call someone without a nationality?

I spend time each week to read about others who are in the same situation as me but I cannot find the word that describes it properly. My problem stems from not being able to identify with any nation.

I was born in Romania in an area where there has existed a Hungarian minority for centuries; but I hardly speak the Romanian language. My parents are Hungarian but Hungarians outcast me saying I am not a real Hungarian - and indeed I do not share the same mindset. I currently live in Denmark but I do not speak the language properly; I do feel the Danish mindset closer to mine than Hungarian or Romanian but still I a lot of things seem very strange and far from me. My primary language is English but I have never been in an English-speaking country. On the legal side, I have both Hungarian and Romanian citizenship and passports.

I tried to research the term of 'no nationality' that I can say to others without shame, but I did not find the exact word how I feel. My question does not address what I am legally but rather emotionally.

Stateless -> I am not stateless because I actually have two states
Third culture individual -> I was raised in the same area as my parents were.
Identity crisis -> Although I feel very uncomfortable talking about my nationality, I would not use the term when presenting myself as it sounds extremely depressing and negative.

I am not even sure if there is a word that describes the situation. I try to simply use 'international' but people don't generally accept it.

Solution 1:

A possible answer might be cosmopolitan (or cosmopolite), meaning citizen of the world (Weltbürger in German, citoyen du monde in French).

Antisemitic Soviet propaganda gave it a connotation of "enemy of the nation"; while in the West, a fashion magazine was created with that name. But regardless of base deformations for political purposes, or exploitation for financial gain, it is a fine and noble word.

Solution 2:

It sounds like your sense of identity is at odds with the national identity.

You could say that you're a cultural misfit

One who is unable to adjust to one's environment or circumstances or is considered to be awkwardly different from others.

Solution 3:

Nationless would seem like the obvious choice.

Belonging to no nation.

Solution 4:

It was thrilling to see all those clever conversations around this question, and it had produced quite a few potential answers. I did not expect that it would be as subjective as it turned out to be. For other users who might bump into this question, I wrote a list of all possibilities mentioned in the replies, in alphabetical order, not relevance.

Anational (@michael.hor257k)
Cosmopolitan (@fralau, @Peter Point)
Cosmopolite (@fralau)
Citizen of the world (@Mick)
Cultural misfit (@0xFEE1DEAD)
Cultural orphan (@Bookeater)
Expatriate (@Juan M)
Èmigré (@Juan M)
Identity crisis (@Russell McMahon)
Malcontent (@Mazura)
Man without a country (@Daniel R Hicks)
Multicultural (@Spehro Pefhany)
Nationless (@user203401)
Outsider (@bishop)
Person without identity (@Rathony)
Rootless (@Anton Sherwood)
Stateless (@Edwin Ashworth)
Transnational (@Steve Barnes)
Vagabond (@NonCreature0714)