In English, always use Filipinos for groups. You may opt to use Filipina when referring to a specific female individual.
Ex.
The nuns over there are Filipinos.
She is Filipino.
His wife is Filipino/a Filipina. (If you omit the “a” in “a Filipina”, it might be understood to mean that her name is “Filipina”.)
In Tagalog, “Pilipina” is more commonly used.
Ex. (The same sentences above but stated in Filipino)
Ang mga madreng ‘yun ay mga Pilipino/Pilipina.
Siya ay Pilipino/Pilipina. - We might tend to use “Pilipino” here because the emphasis is on nationality.
Ang asawa niya ay Pilipino/Pilipina. - We might tend to use “Pilipina” here because the gender is taken into account.