I googled the regional pricing circumvention thing, and some users who have done it excessively have been warned about it by Valve. The lesson is basically this: buy a few things that way and you're okay. Don't make a habit of it though. If Valve notices a pattern they will give you a warning.

Makes perfect sense, if someone is doing it intentionally there would be a lot of evidence of such on their account, which gives them the grounds to call you out. But if it's only a couple of games, how would the average user actually know they're buying a Ukraine or Russian gift on a few occasions?

They're not going to be heavy handed about enforcing this. You're safe to buy a few games, so I suggest getting deep discounts on the big ones and calling it a day. And make sure you buy a lot of other games in between your RU/Ukraine/Whatever ones.