EPP is the predominant christian nationalist party.

Eh, I wouldn't say that's true. It has a lot of "Christian democratic" parties (the likes of CDU/CSU), and also a bunch of 'liberal-conservative' parties (there's a fair bit of crossover). However, it's pro-Europe, and certainly not particularly nationalist. Nationalists (at least ethnoreligious nationalists; leftist nationalists like Sinn Fein go elsewhere) would largely be in ECR, the absurdly-named 'Patriots.eu', ESN.