"A loosely federated coalition of separate nations, not one entity" is actually a very good description of what the USA was before the Civil War and would technically need to abide by in order to be Constitutionally valid and legitimate; but alas, we have whatever this world dominating empire is that wraps itself in the branding and stolen identity of the United States of America, a literal antithesis of what the founders created. It is why there has always been such an intense and relentless propaganda effort to demonize "states' rights", the equivalent of which legitimate European sovereign countries and people will likely also face if the plans to the powers that are seeking to conquer the whole planet succeed. You will be told, your "loosely federated coalition of separate nations" have no right to claim sovereignty or what we call "state nullification", i.e., "states' rights" to simply nullify and invalidate any federal law that is a violation of the 10th Amendment of the Constitution, i.e., the right of states to anything not explicitly conferred upon the Federal government.
Actually, you don't even have to wait, there have been several examples already that proved without a shadow of a doubt that EU countries are not only no longer sovereign, i.e., "loosely federated coalition of separate states" when certain states disagree or do not wish to go along/vote for what the unelected body of the EU Commission conjures as legislation. You are just visiting the dungeon until you want to leave and the gate has been shut on you.