Nope it does not make it more complicated you just have more matches. It's also good as the players in the national team may like you as a coch and want to join your club. As for selecting a club and nation at the start it can't be done you have to chose one or the other and apply for roles later in the game for the other. Hope this helps!
its just a few more games a year (until world cup, euros etc...). if your already in charge of a club you have to apply for the job at vacant national job posts and hope you get it.
I did it with Arsenal and England, brought in bias by using my own players. Then got bored so resigned.
Later I was offered the Spain role as R.Madrid, so went on with the same business. And realized that poor Mourinho gets sacked from this job for bad performances when the team are terrible. World class players can't do anything together. So I resign.