Ukraine has been hitting targets "deep" inside Russia for a long time now - further than ATACMS or the export Storm Shadow/SCALP-EG can reach. Whether Ukraine use their own weapons or those purchased/gifted from others seems irrelevant. This is Russia saying "we can hit you with weapons provided by other nations, but you cannot be allowed to hit us likewise" - it's pathetic.
As for what Russia may do, they've been told publicly and privately by multiple nations: from the U.S., UK, and France, even China and India to wind their necks in with regard any nuclear escalation. However, they are very adept at asymmetric responses, and Putin has already said he would consider arming groups with anti-"western" sympathies - he probably already has.
As for what Russia may do, they've been told publicly and privately by multiple nations: from the U.S., UK, and France, even China and India to wind their necks in with regard any nuclear escalation. However, they are very adept at asymmetric responses, and Putin has already said he would consider arming groups with anti-"western" sympathies - he probably already has.