BELGOROD, Russia — Military trucks and armored personnel carriers spray-painted with the letter Z rumble through intersections, and groups of men in camouflage gear walk the streets shopping for military items like thermal underwear. Refugees are pouring out of areas in Ukraine recently lost to the enemy.

The sounds of nearby explosions have become a regular occurrence in Belgorod, 25 miles from the Ukrainian border, and concerned shopkeepers are calling the police and reporting imaginary bomb threats, a sign of paranoia beginning to spread. Residents are expressing concern about what’s to come next, with some even speculating that Ukrainian troops could make a move they’ve been avoiding for nearly seven months and enter Russian territory.

“It’s like they’re already here,” an ashen-faced woman told a vendor in the city’s central market after the sound of an explosion.

President Vladimir V. Putin has tried to keep life as normal as possible for most Russians as he wages his war in Ukraine and make hostilities a distant memory. But with Ukrainian forces now on the offensive, Belgorod residents feel war is on their doorstep.

“There are so many rumors, people are scared,” said Maksim, 21, a trader at the market.

He sold thermal underwear, camouflage jackets and other sporting goods that once belonged to hunters and fishermen but are now being bought up by soldiers and their families. Like most other residents interviewed for this article, he declined to give his full name for fear of retribution.

Tension prevailed at the market, a maze of stalls selling clothing, household goods and military equipment. Although the city of Belgorod is not under direct attack, Russia’s military air defenses intercept missiles in the distance. The sounds of explosions ring out, and in the Komsomolsky district, houses and property are hit with debris.

Recognition…Valerie Hopkins/The New York Times

On Monday, a college of teachers, a shopping mall and a bus station held evacuation drills as officials assured concerned civilians at the scene that the drills were planned in advance. The regional administration is evacuating towns and villages along the border as they come under Ukrainian fire. Denis, a local businessman, recently paid someone to dig a 10-foot-high bomb shelter in his backyard.

Many residents of the city fear that the risks to their safety are growing.

“We’re scared, and it’s especially hard when you work with children,” said Ekaterina, 21, a kindergarten teacher who said shrapnel fell on the school earlier this week. “The kids are running around yelling ‘rockets,’ but we tell them it’s just thunder.”

While most Belgorod residents support the government in Moscow and the war effort, some express frustration that the rest of Russia still lives as if it is not fighting an all-out war.

“How are they not ashamed!” exclaimed a middle-aged woman named Lyudmila from the Komsomosky district.

“In Moscow, they celebrate City Day, while here blood is spilled,” she said, referring to a city-wide celebration last week honoring the founding of the Russian capital that included fireworks and the ceremonial opening of a large Ferris wheel by Mr Putin . “Here everyone is worried about our soldiers, while there everyone is partying and drinking!”

Even those supporting the war effort have privately expressed frustration that the Kremlin insists on calling it a “special military operation” when they can see it is a full-blown war. Many are wondering if there will be a draft, and if so, how soon.

The refugees arriving from Ukraine also make the reality of the war clear.

Thousands of people have arrived from eastern Ukraine in recent months, particularly last week when Ukrainian troops retook areas in the northeast held by Russian soldiers. Some were worried about living under the control of the Ukrainian government in Kyiv, while others, particularly those who had acquired Russian passports or accepted jobs in the occupation administration, feared being treated as collaborators, according to activists who help them leave the country .

Recognition…Valerie Hopkins/The New York Times

“They tried to live their lives, work in hospitals, schools and shops, but this site understands this as cooperation with the occupiers,” said Yulia Nemchinova, who has been helping refugees in Belgorod. Ms Nemchinova, who holds pro-Russian views, left her native Kharkiv just across the border in 2014 after her husband had legal troubles with Ukrainian authorities.

But she also said many people felt shocked and effectively betrayed by a Russian army they saw as liberators, but which is now on the run in the face of a full-scale Ukrainian offensive.

“You were promised: Russia is here forever,” said Ms. Nemchinova.

As journalists and investigators uncover evidence of atrocities and human rights abuses committed by Russians during the occupation, those who recently fled to Belgorod say the retreating Russian army told them to leave because of possible retaliation.

In interviews in Belgorod, people who fled an area recently recaptured from Ukraine said they feared that when the Ukrainian army entered the local administration building, the soldiers would find the lists of people who received jobs or humanitarian aid from the Russian interim administration had accepted and were assigned penalties for collaboration. People were also afraid because Ukraine passed a law punishing cooperation with the occupation authorities with 10 to 15 years in prison.

A woman named Irina said her boyfriend, a former Ukrainian border guard, posted his personal information to a Telegram group that purported to name collaborators.

“There’s no going back,” Irina, 18, said in an interview at a clothes bank where newly arrived refugees collected clothes and food. Her mother and sister stayed in their village, and she said she hoped the Russians would reoccupy it soon.

In Belgorod, a city of 400,000, fears of Ukrainians crossing the border would have been unthinkable a decade ago. For years, Russians in Belgorod regularly traveled the 50 miles to Kharkiv – Ukraine’s second largest city with a pre-war population of 2 million – to party, eat and shop. Many families are spread across the border.

“Belgorod was in total shock,” said Oleg Ksenov, 41, a restaurant owner who has spent the past few months evacuating people from battlefields in Ukraine and taking them to Russia. “We love Kharkiv.”

Recognition…Valerie Hopkins/The New York Times

Viktoriya, 50, who owns a cafe and bakery in the city, said that Kharkiv is a “megapolis” in the minds of all Belgorod residents.

“We had a joke: if you want to meet people from Belgorod, go to the Stargorod restaurant in Kharkiv at the weekend,” she said.

The relationship worked both ways. In the years after Russia instigated a separatist war in Ukraine’s eastern Donbass region, Ukraine enacted stricter laws on speaking Ukrainian rather than Russian in public. That prompted Russian speakers from Kharkiv to travel to Belgorod to watch films in Russian, said 44-year-old businessman Denis.

Now the two cities are effectively separated by a front line.

“It’s a tragedy of tectonic proportions,” he said. “It touches every person from Belgorod. Every family is connected to Ukraine.”

His aunt Larisa had just arrived over the weekend from Liman, a town in the Donetsk region occupied by the Russian army at the end of May. Since then it has had no electricity, gas or running water, and she said more than 80 percent of the housing stock has been destroyed.

In early May, a rocket—she didn’t know from which army, although she blamed Ukraine—hit her apartment building. Then, at the end of the month, the Russians came.

“I was so lucky to wait for her,” said Larisa, 74, in Surzhik, a dialect that’s a mix of Ukrainian and Russian.

Now their home is the scene of fierce front-line fighting. She said she had trouble walking and struggled to get down to the basement every time the air raid siren sounded.

Recognition…Valerie Hopkins/The New York Times

As the fighting drew closer, she said, she knew she had to get out because she no longer wanted and was afraid of being ruled by Kyiv.

Mr. Ksenov, who was born in Kharkiv but made Belgorod his home more than a decade ago, has devoted his time to helping civilians flee Ukraine to Russia. He worries about what will happen to the people from the border regions of both countries in the long term.

“This slaughter will eventually end,” he said of the war in an interview at his restaurant, whose windows are covered with plywood in case of a bomb attack.

“But who will we be? How will we look into each other’s eyes?”

Anastasia Trofimova contributed to the coverage.