The definite article in front of ' Ukraine " is there from the time before Ukraine was an independent state. It was a region of the Russian Empire. Furthermore, the work "ukrajina" means edge/border/borderlands - i.e., the borderlands of Russia . So, being a region, it took the definite article - something like "the borderlands" - like when we say "the South" meaning the south of England or the south of the USA .
Many Ukrainians today don't like the definite article there, as they are no longer a region but an independent state. And, of course, if you go back further in history, the region now called Ukraine was the capital of Russia , and Moscow was a provincial town.
So it's really up to you if you want to use the article or not. Using it doesn't mean that you view Ukraine as a region or as inferior -- it is just a habit of the English language, and probably won't change soon among native speakers who have always heard it with the article.
"The Hague" is written in Dutch as "Den Haag" translated into English that would be "The Hedge" The correct name of The Hague is " 's Gravenhage". The apostroph "'" is an abbrevation of "des" and when the name is written at full lenght that would be "des Graven Hage".
1. The word "des" is expressing "possesion of something". It is an an old fashioned way of writing "van de" that is "of the".
2. "Graven" is the plural of "Graaf' which means "Count" in English.
3. "Hage" is another way of writing "Haag".
So the total meaning of the name of the city is "The Hedge of the Counts" In this case hedge meaning not only a piece of shrubbery around a garden, but denoting a border around a piece of land owned by a count(ess) or a line of countesses).
In Dutch Crimea is written as "De Krim" in English that would be "The Crimea" indeed.