I want to know who is the supreme god according to Nath Sampraday ? And what are the main scriptures of Nath Sampraday ?
Natha Sampradaya Acknowledges Dwaita-Advaita Vilakshana Vada. It is both Dvaita and Advaita. At absolute level it recognises formless, nameless thing as Absolute truth which is called by the name Para Shiva. The Absolute level is described as:
अनामेति स्वयंमनादि सिद्धमेकमेवानादिनिधनं सिद्धसिद्धान्तप्रसिद्धं तस्येच्छामात्राधर्माधर्मिणी निजा शक्तिः प्रसिद्धा । [Siddha Siddhanta Paddhati 1.5]
That nameless (and formless and manifestationless) Supreme Spirit is eternally self-existent, absolutely one (i.e. differenceless), without any birth or death (or modification). This is the well-known conception (about Reality) of the Siddhas (enlightened seers). His unique Power, which is eternally inherent in His nature and one with Him and which is of the character of Pure Will (i.e. without any manifestation or any object of will or process of willing in the transcendent plane) is also well-known.
Same thing is illustrated in Goraksha Samhita:
न ब्रह्मा विष्णु-रुद्रो न सुरपति-सुरः नैव पृथ्वी न चापः ।
नैवाग्नीनपी वायुर् न च गगनतलम् न दिशो नैव कालः ।।
न वेदा नैव यज्ञा न च रवि शशि नौ न विधिर् नैव कल्पः ।
स्वः ज्योतिः सत्यम् एकम् जयति तव पदम् सच्चिदानन्द मूर्त्ये ।।
No distinctive existence of Brahma, Vishnu, Rudra and Indra and other Deities is there; nor is there any existence of earth or water or fire or air or sky; time and the directions (which imply space) do not exist; the vedas and the yajnas, the sun and the moon, the laws and the cyclic order are all absent; Your true Self alone shines as the sole self-luminous Absolute Reality, O You, who reveal Yourself as pure and perfect Existence-Consciousness-Bliss.
That formless nameless truth is known by the name ParaShiva:
अकुलं कुलमाद्यत्ते कुलं चाकुलमिच्छति ।
जल बुद्धवद्न्यायादेकाकारः परः शिवः ।
अतएवः परमकारणं परमेश्वर परात्परः शिव ।। [Siddha Siddhanta Paddhati 4.1]
Unmanifest embraces manifest, and manifested yearns for unmanifested. The relation is analogous to that between water and water-bubbles. In reality Para-Siva (Supreme Spirit) is absolutely One. Thus Para Shiva is the cause of all causes, Parameshwara and Greatest.
However there is also Dvaita in the relative reality. The Dvaita is Shiva and Shakti. In the absolute level Shiva and Shakti are one and same.
Shiva has five-fold manifestation. They are:
अपरम्परं परमं पदं शून्यं निरञ्जनमं परमात्मेति । [Siddha Siddhanta Pranali 1.15]
Aparamparam, Parampadam, Shunyam, Niranjanam, Paramatmam
Shakti also is in five-fold manifestation. They are:
निजा पराऽपरा सूक्ष्मा कुण्डली तासु पञ्चधा । [Siddha Siddhanta Pranali 1.14]
Nija, Para, Apara, Sukshma, Kundalini
The five-fold manifestation of Shiva corresponds with fivefold manifestation of Shakti. ie.
Aparamparam Shiva corresponds with Nija Shakti.
Parampadam Shiva corresponds with Para-Shakti.
Shunya Shiva corresponds with Apara Shakti.
Niranjanam Shiva corresponds with Sukshma Shakti and
Paramatmam Shiva corresponds with Kundalini Shakti.
Thus, as a conclusion Natha Sampradaya Acknowledges Para-Shiva which is nameless and formless (=similar as Advaita Nirguna Brahman) as absolute reality. From the absolute reality there rises Duality as Shiva and Shakti (which is responsible for creation of world). Then there is five-fold manifestation of Shiva and five-fold manifestation of Shakti which correspond to each other. Shiva-Shakti being same also manifest as duality for the creation of world hence the philosophy is called Dvaitadvaita-Vilakshana Vaad.
Coming to second part of question:
What are the main scriptures of Natha Sampradaya?
Natha-Sampradaya is theistic school. ie. It does acknowledges the authority of Vedas. However it mainly focuses on Yoga Upanishads like:
Yoga Kundalini Upanishad, Dhyana Bindu Upanishad, Hamsha Upanishad, Sandilya Upanishad, etc..
Texts written by Gorakhnath are also its major texts. Some of them are:
Goraksha Samhita, Goraksha Shataka, Siddha Siddhanta Paddhati, Yoga Siddhanta Paddhati, Viveka Martanda, etc..
Similarly Matsendranth authored these texts:
Matsendra Samhita, Kulananda Tantra, Jnana Karika, Akula Vira-Tantra, etc..
Similarly other texts are:
Natha Sutra, Shiva Gita, Dattatreya Samhita, etc..
One of the main characteristic of Natha Sampradaya texts are they do not involve in explaining philosophy and giving logical explanation. They believe absolute truth is beyond mind, intellect and truth and it can't be explained in words. So, they deal only with teaching yoga practices and other methods, so that seeker can directly witness the truth himself. However, Siddha Siddhanta Paddhati authored by Guru Gorakhnath somehow describes philosophical matters also. To know more about philosophy of Natha Sampradya and Guru Gorakhnath one can download this book.