Seems logical that he would use a green screen whether he was in Ukraine or not.

Very start of an invasion doesn't feel like a great time to be broadcasting your exact location. Also maybe not a great time to be doing outtakes in the open streets.

I don't have a whole lot of information to say whether he actually stayed or not. I assume there would be a ton of credible evidence in one direction or the other - photos, videos, etc. But either way, I'm just saying that I could definitely understand the need for a professional studio and obfuscation of location.