Now it's no longer just high-ranking Kremlin officials saying it, but Russian President Vladimir Putin has now directly weighed in amid the ongoing nuclear threat tit-for-tat involving European officials.

Speaking at the Valdai Discussion Club in Moscow on Thursday, he warned the Western allies to cease their escalation in Ukraine, stressing he's willing to use "all weapons" in the Russian arsenal in the scenario that Russia's exclave of Kaliningrad comes under attack.

"The drills in the Baltic Sea, following one another… Then the attempts to arrest our ships and vessels. All this is an escalation. And then we began to hear statements regarding the Kaliningrad region," Putin said.