Travelling to Ukraine and Russia, border issues

I do not think that you will have problems with visiting Russia after the Ukraine, but I would not be sure about the other way round.

Concerning sanctions: I personally never heard that EU countries did not allow to enter a country, one German told even about his experience to visit Serbia (!) during the Yugoslav Wars. Naturally the government will warn you that you should not enter this country and that they will not be able to bail you out.

Russia has annexed Crimea, so they effectively "won" and that means that they will be much more relaxed if you want to enter with Ukrainian visas.
The Ukraine situation is a bit difficult as one former Ukrainian colleague of mine explained: There is a split in the country, the western parts are pro NATO/EU/Western and there were animosities against Russia even before the situation escalated. The eastern part on the other hand leans more in Russias direction, Crimea has even a population majority of Russians.
While not related to your personal situation, I would not recommend to enter the Ukraine with Russian stamps in your passport, at least not in the Western part. The western Ukrainians are currently quite mad about the annexation.
While it may sound far fetched, the situation may escalate quickly. This happened with the split of Abkhazia/South Ossetia from Georgia with Russian support where foreigners with the "wrong" visa stamps were in trouble.

While it has been complicated and drawn out conflict, to my personal or following news knowledge "wrong" passport stamps had never been an issue in it. Anecdotally I am Ukrainian and transferred through airport in Moscow last year (security and everything), without as much as a bad look.

It has been quite strange aspect of this conflict, that despite... well, the armed conflict, there are still significant levels of trade and travel between countries. On the backdrop of that it's doubtful many would care about foreigners' travel history.

The obvious complicated exception would be travel through Crimea. With obviously incompatible views on its status between countries, it's highly unwise to make travel plans like entering Crimea from Russia and trying to leave through Ukraine.