I mean that there is no Belgian nation - native Belgian citizens are mostly either Dutch-speaking Flemish people or French-speaking Wallons, and generally don't have any significant notion of a shared national identity.

Note that this doesn't mean that a state with multiple ethnicities/languages can't be a nation state. Indians, for example, generally have a clear national identity, despite being citizens of a huge federal republic with dozens if not hundreds of languages spoken, some of which don't even share a common language family. So, India is a nation state, unlike Belgium.