The Cold War didn't end that long ago for most, most were still alive during it, and it still heavily influences the background of the current situation. Thinking that you can simply dismiss it is incredibly naive. That said, post Cold War, we have seen the annexations of Transnistria, South Ossetia and Crimea, plus the Donbass situation and MH17 (which was proven to have been a Russian-supplied system by investigators). It is known that Russia has also been agitating in the Baltics too, trying to cause a similar situation. People know what they're about.
Two can play that game. There's no particular reason why radical Muslims would prefer to attack Europe over Russia, and Russia already has baked in problems in Grozny and Dagestan. It would be an incredibly dumb road for either side to take TBH.
You've been conned. It's a sovereign country. Any disturbance in the Donbass was caused by Putin, the new Ukrainian government didn't just decide to start attacking ethnic Russians there after taking over to see if they could get Russia next door to invade them.