The Shuiskys, like much of the Russian elite of the 14th-15th centuries, copied the Polish practice of adopting a surname based on their main holding or title, including the '-sky' suffix. A few later princely families, particularly those of Georgian patronage (i.e. Gruzinskys), followed that example and also adopted names ending in '-sky.' These were, however, the exceptions and not the rule. The overwhelming majority of the Russian nobility used surnames with Russian suffixes like '-ov' (i.e. Romanov) or '-in' (i.e. Pushkin). When surnames were adopted by society at large, they used those suffixes. '-sky' was only adopted in areas where there was a prominent Polish, Belarusian, or Ukrainian population living or in areas influenced by those languages.
I'm a bit confused about the rest of your argument: You are willing to concede there are regional differences, yet unwilling to acknowledge that certain naming customs may be exclusive to certain areas. The language spoken in Galicia was different than the language spoken in Moscow. It stands to reason, then, that there would be differences in naming customs. Among them, '-chuk' and '-sky' are common in this region and virtually unknown in Moscow.
That does not mean Ilya Kovalchuk is Ukrainian. No more so than Colton Parayko is. Both are however many generations removed from Ukraine. Both also have what could be considered Ukrainian names, in the same way Rielly, Coffey, and Quinn are Irish names.
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