Russia has a veto right only in the UN Security Council. For prosecution by the International Criminal Court (ICC) this is irrelevant. What matters is that Ukraine has accepted the ICC's jurisdiction over all alleged crimes committed on its territory since 20 February 2014.[1] The nationality of the perpetrator is irrelevant, and no one has immunity.
[1] https://www.icc-cpi.int/Pages/item.aspx?name=pr1146&ln=en