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Is it

South-Eastern Ukraine,

Southeastern Ukraine, or

South Eastern Ukraine

? What about capitalization? I saw various spellings. Which one is the most advisable? Don't close the question.

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    Hyphens and spaces are optional, and vary by style guide. Capitalisation rules vary between style guides. but the general principle is that if it is just a general region it will have a lower-case compass-point, whereas if it is a region specifically defined by officialdom or by an organisation whose definition is being used, it will have upper case. So south-east Ukraine but North Korea. – Michael Harvey Sep 24 '20 at 14:27
  • @MichaelHarvey Why is it different in Wikipedia? en.wikipedia.org/wiki/Eastern_Ukraine – Sergey Zolotarev Sep 24 '20 at 14:54
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    Styles vary. There is not one single rule. – Michael Harvey Sep 24 '20 at 15:03
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When writing the name of a country or place which is prefixed with a direction, it is preferable to write the direction name together, without a hyphen followed by the proper noun.

E.g: Southeast Asia or Northeast India and many more...

However, when writing the direction alone in a sentence, you can use all small-caps along with a hyphen.

E.g: The dead strewn around the north-west and south-east walls.

For more reference read this article.

Coming back to your question, first one is incorrect, second one correct, and third one incorrect.

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