BAKHMUT, Ukraine—Russian shells slammed closer and closer as Ludmyla Bondarenko and Zoya Shilkova, clad in fur coats atop layers of clothing, sat on a bench outside their apartment block, chatting and getting some fresh air on a frigid afternoon in what remains of this eastern Ukrainian city. At an intersection nearby, Ukrainian troops used a crane to emplace concrete slabs, fortifying the neighborhood. Three freshly arrived tanks roared by, blue-and-yellow flags fluttering from their turrets. A distant staccato of machine-gun fire could be heard amid the thumps of artillery. “We’re so used to it by now, we no longer pay...