Russia is indeed being a bully, the West (and not only) is terrified of this turn of events and the best course of action is to send as much equipment and weapons into Ukraine, apply catastrophic economic sanctions hoping the Russian citizens or oligarchs topple the dictator while officially not being at war.

"A proxy war is an armed conflict between two states or non-state actors which act on the instigation or on behalf of other parties that are not directly involved in the hostilities. In order for a conflict to be considered a proxy war, there must be a direct, long-term relationship between external actors and the belligerents involved. The aforementioned relationship usually takes the form of funding, military training, arms, or other forms of material assistance which assist a belligerent party in sustaining its war effort." — https://en.wikipedia.org/wiki/Proxy_war