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It was the Southern states that 'formed separately' by breaking away as the Confederacy. The North was what was left. They didn't call themselves the North. They called themselves the Union.
It is generally called the War between the States, although some people call it the Civil War and some call it the War of the Northern Aggression.
Some southerners from the US call people from the north Northerners while there are some that call them Yankees. Others simply call them by their first name.
Its called Nation-State
A group of people or territory ruled by one ruler is called an empire