Nationalities are here: Nationalities and countries for company filings - GOV.UK However, this list was only introduced and enforced on incorporation relatively recently (late 2018), prior to this nationality was not validated so there are loads variations what are considered “official” nationalities (including typos!).
Likewise Locality and Region are both optional free-text address fields that are not validated on incorporation and could be pretty much anything. Addresses, especially historical ones, and the ability to map and process them from one environment to the other are a bit of a nightmare in the UK and Companies House is no exception. In terms of processing address we tend to just treat these as optional Street Address 3 and Street Address 4 fields when assemling them into an address string or block.
You’re right on Officer_Role/Occupation as Occupation is again an unvalidated free-text field on incorporation and can be ignored in terms of company structure. You will, for instance, often see people use “company director” as a default occupation, but doesn’t nescessarrily mean they are currently a director of the company in question.
Disclaimer: ^^^^ not official answers, I don’t work at Companies House
Edit: In case you’re not aware there is a collection of enumerations here: https://github.com/companieshouse/api-enumerations that you may find helpful. The “constants” file has all the Officer Role types enumerated: https://github.com/companieshouse/api-enumerations/blob/master/constants.yml