> you have committed an illegal entry at the moment you entered Crimea without going through a legitimate border checkpoint - so they'll just arrest you for that

This is true.

A few years ago I flew from Moscow to Simferopol (Crimea) and was advised that to not visit Ukraine in the future, for risk of arrest at the border. I'm not sure how Ukrainian border authorities would know of my visit to Crimea, since there is no record of it in my Australian passport, but I would not want to take the risk.