Crimea is not really close to any shelling/shooting, ever since annexation there has not been a single shot from either side. Crimean/Ukrainian border is quiet.
It's Donbas that has constant shootings and shelling.
I was thinking Putin may favour holding the drill in the unrecognised Donbas region.. but that depends on risk. Crimea and close boarders make it easier for Putin to position but not be in danger.