Which compound is formed when magnesium oxide combines with nitrogen gas?

Probably no reaction will occur under normal temps.

Theoretically, one could get magnesium nitrate, but that is not a reaction that occurs in nature.

What I am wondering if you are thinking of the high temperature reaction of magnesium with air (oxygen and nitrogen). Mostly, magnesium oxided is formed, however, magnesium nitride is also formed is lessor quantities.