"We are proud of our nationality."

Translation: Noi suntem mândri de naționalitatea noastră.

[Mapka15]

How you say it when the "we" are all women?
So thus sentence in plural feminine form?

[oxendeliveries]

The pronoun doesn't change, but the adjective does. It would be "mândre" (feminine) instead of "mândri" (masculine). However, "mândri" can also be used for a group of people of which at least one man is part of.