The native country of an applicant is generally determined by the country of birth. One cannot claim to be native of a country for a citizenship or passport of this country. "Native" is determined by the country of birth of the applicant, his spouse or his parents only. If you were born in one of the non-qualifying countries, you can still be eligible if the law applies to your case:
"A native is both someone born within one of qualifying countries and someone entitled to the "charged" to such country under Section 202(b) of the Immigration and Nationality Act. Thus someone may be
(1) charged to the country of birth of his/her spouse;
(2) a minor dependent child can be charged to the country of birth of a parent;
(3) an applicant born in a country of which neither parent was a native may be charged to the country of birth of either parent.
If one claims to be a native of a country other than where one was born, he/she must include a statement to that effect on the lottery application." (see application form: "Applicant's native country if different from country of birth")