John asked:

Meanwhile, what are bits like Monaco, the Vatican, Nauru, etc etc etc called?

Microstates?

I think they're called "principalities" -- at least Monaco is.

I hope this ends up with an article explaining all the types of political sovereignty, starting with the biggest (population and/or area), and descending to the tiniest.

Last year someone started writing about [[enclave]]s and exclaves.

Your other question is interesting, too. See [[Kurdistan]] for an ethno-cultural group with no sovereignty; even though /-stan/ means "country", there is no country called Kurdistan; the Kurds are spread out among northeast Iraq, and a couple of other adjoining areas.

It starts getting REALLY complicated when speaking of groups having nationalistic aspirations.