What is the intended role of MEPs?
Should they vote in the national interest, their regional interest, or the European Union's interest?
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None of the above.
MEPs represent their constituents' interests. In doing so they are expected to use their judgement as to who "their constituents" are, what "their interests" are and how best to represent them.
In most cases, MEP will have been elected on a party platform, and they represent their constituents by voting in line with that party's policies.
The national interest is represented by the Council of the EU and the European Council. The interest of the EU is represented by the Commission.