I interview many bloggers of varied political backgrounds, both inside and outside the UK, with 'Twenty Questions..' as regular readers know only to well. Past interviewees have included both nationalists and unionists within the British Isles and one or two have queried my question on 'Favourite National Newspaper'as to whether it means the UK, or for Scotland, or Wales, or Northern Ireland etc..
Basically the connotations have never crossed my mind until the issue was raised, but for future reference I can say it's whatever you want it to be! So it could be a Welsh, Northern Irish, Irish, Scottish, or UK newspaper, or even one from abroad (which helps given that I have interviewed americans, australians, and canadians amongst others)! Have even accepted The Economist as an answer and I don't regard it as a newspaper!
Basically the questions are designed so that a) one knows more about the blogger and b) ones I feel my readers would want me to ask within reason