Even Putin won't order an intentional Nuclear first strike in Kiev, but even if Putin did it is debatable if France, UK or US will retaliate with Nuclear strike.
If France, UK or US (UK under Boris is not a factor) did retaliate with a nuclear strike what will they Bomb Moscow or Russian forces in Ukraine....
Doubt any EU nations will send troops as long as Russian are fighting inside Ukraine and don't advance.
The only direct way this war escalate into something serious is if Gas pipes in Ukraine is shut off by Russia or it is blown up by accident or sabotaged.
Imagine the spike in Gold Spot price if Russia demanded payment in physical gold 
Please dont go on about contracts lol, any contracts are null and void once sanctions was put on Russia!
Even an accidental nuclear accident in one of the 4 nuclear power station won't be as bad a shock to gas stopping to flow to EU.
EU gas reserves are low and silly as it seems 11% of total "EU Reserve" is owned by Gazprom, and its empty, 30% is in retail and industrial users tanks ie retail gas stations, power stations and steel works and is an estimate not really a reserve and only 2x% is dedicated "strategic storage"
Gas stopping to flow in one or more Russian pipes through Ukraine will result in rolling power outage within weeks in different parts of EU.
EU resserve is aggregate is in name only. German reserve is for Germany and Italian reserve is for Italy.
Did you know Italy is 100% reliant on Russian Gas?