Putin has already said he'd nuke the West if the West gets involved - he's made that quite clear.
That is what he wants you to think.
Let’s look at things from the Russian perspective. Invasion has not turned into an “Anschluss” as hoped. Ukraine resistance is fierce. Plan A has failed. Plan B therefore is to defeat Ukraine military in battle. Numerically, Russia should win. Russia doing poorly so far in North and East but gaining ground in South.
From the Russian point of view, this is all still very winnable, particularly the most important goal of a land bridge to Crimea. The only thing that could rule that out at this stage is if the West clears the air of Russian support. That is why Russia is waiving the Nuclear war bogieman; to try to stop that happening.
There is still a lot of brinkmanship, and a lot of off-ramps around. Russia now has to win a ground war against a much smaller but more motivated opponent. If that is the way it stays, Russia probably rates its chances of success as reasonably good. If the West starts to get involved by, for example, enforcing a no fly zone or destroying theromobaric missiles or cluster weapons, then it becomes doubtful. This is probably why Russia has largely held back thus far, in deploying mass destruction weapons. In the meantime, USA is flying B52’s along Ukraine’s border, probably containing all the ordinance needed to wipe out that convoy north of Kyiv.
As a result, I think we will continue to see more of the status quo. Ukraine may or may not survive, but both Russia and the West will avoid stepping over certain red lines.
Given the above, if you were in Putin’s position, would you start nuclear war now, and almost certainly be incinerated? No, you would play it out, and see what happens.