Ukraine

99% sure they would do exchange directly with NK. I suppose Russia could facilitate the exchange, but the Nk troops would get sent back to NK or right back to the front.
I doubt North Korea would want them back. I agree with Jake Broe - this is a one way trip for nearly all of them. The ones that dont get killed will simply be exiled. They dont want them spreading dissent within the ranks abou how good life is in even Russia compared to NK