In Danish there is no distinction. "I Ukraine" is the only option available in Danish. Danish only has a distinction for distinct territory, such as a hill or an island. One is "i Odsherred", but "på Sjælland". But it's overruled by countries, e.g. "i Grønland", not "på Grønland".

Since Ukraine is not an island, the potential distinction does not exist in this case. It's awkward in Danish to make proper nouns definitive.