Kaliningrad belongs to Russia, and donbas belongs to Ukraine. But that's war. You hit, you get hit.

"Let's not expand war" is what the aggressor wants, because then the aggressor knows he can escalate as much as he wants, since his opponents won't escalate further. The aggressor gets to control the pace.

Yes, escalating war is exactly the right thing to do in this situation. While keeping the door open for Russia to deescalate at any moment it chooses, by leaving Ukraine.