Many perfectly acceptable compound words lack entries on this site for the simple reason that they haven't appeared in material produced by Bethesda. Constructing and using them is appreciated and encouraged.

It is all canon, yes. It could be used to mean a non-Nord born there or a different way of saying Nord. But by all means, use it.

It would be two words. Or it would be connected with a hyphen but englishborn isn't a word, nor is canadianborn. It can still be used as a word, it's just not an official word.