Stick to the K-1 fiance visa but make sure the embassy is aware of the location of your fiance, she has to request asylum in the EU, they are currently offering one year temp stay for all Ukrainians. You'll have to apply for a long stay visa wherever you are. She can not just board a plane to the us, unless she has a visa(as a Ukrainian citizen), even when you have a visa, your reason for coming into the country must be valid, if she has a US visa and makes it to US port of entry and is refused entry, then she should ask for asylum at that port of entry, then she cannot be sent back.