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Notes -
This sort of presupposes that there's an actual war and European troops sent to Ukraine aren't able to deter Russia further. (Bear in mind that the proposal European countries are discussing is not sending European troops in to fight the Russians - it's to send peacekeepers in afterwards). But let's go with it and assume there's a direct war between NATO - US and Russia (and nobody gets nuked).
By what mechanism? Is your position that cadres of veterans will stage a coup? That seems... incredibly unlikely. As I'm sure you are aware, they have police in Europe. Many European countries have a gendarmerie or equivalent, which the US does not.
In the event of a war between the EU and Russia, the means by which veterans take over European government will be that they will run for office and anyone who isn't a veteran will be so delegitimized in relative term that it will be an easy win.
Generally by the methods available. If there only path to control is a violent coup, then ya. I think it much more likely that they will just have a degree of legitimacy and experience with the bureaucracy of government that will give them an advantage in attaining positions in governance.
They will also be more difficult to intimidate and suppress. There is a large amount of ground to cover before a violent coup takes place. It could just be that some of them are a little crazier and willing to engage in terrorist acts or intimidation acts against the best of their political opponents.
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