what's wrong with Hollander or even Dutchman? They should be accepted.
Won't either of those require "a" with it?
with "a" it would be "un olandez" and "un rus"
The translation is wrong. To the Romanian one, you can reply "Neither, I'm from Brabant".
Your answer reminds me of a previous exercise "is he British or Scottish?" Funny! :o)
Someone from Brabant could still be Dutch (or Belgian).