There was no such term as Ukrainian before 1920s. All of them called themselves Russian. The Westernmost were Hungarians and Polish and called themselves accordingly.
Nonsense, it was Russian authorities that would not use the term Ukraine or Ukrainian and instead were required by the Tsar to use the terminology "Small Russian" for Ukrainians. Ukrainian authors wrote about Ukraine even in 1840.
https://en.wikipedia.org/wiki/Russification_of_Ukraine