Purchased and activated a russian steam key. Advice needed,

I recently activated a russian steam key for a game on my account using a VPN. I sadly did this without knowing I could lose my Steam account if I'm caught since I'm breaking their SSA. I had bought the game from what I now know are "gray market" dealers and I had googled to find out if the site was legit and from what I read it had more good reviews than bad. I've vowed never to buy another key from sites like these, not only because it's not legal according Steam, but because of the horrid service I experienced.

I have three options:

1) Wait to see if I'm caught, and if I am, try hard negotiating with Steam to get back my account.

I've heard persons tend to get away with bypassing Steam's region lock, but I've also heard of persons are banned for doing so. It sounds like a 50-50 chance. I've heard Steam tends to ignore persons who have had their account banned, not only that but the response time is ridiculous compared to other companies. I've recently submitted a ticket to Steam regarding a different matter, but I can only see this increasing my chances of getting caught since they may have to check my account unless I probably close the ticket.

2) Submit a ticket confessing my action and ask Steam to remove the game from my account as punishment to avoid being banned.

I'll be losing $20 if Steam takes the game away from me. It's a pretty good chunk of money that I would surely love to keep, but then again $20 isn't worth my entire Steam library. As long as Steam is reasonable, I hope that $20 is all I can lose. I was really hoping to play this game though since there wasn't a nice price cut and I got the key at a pretty good price considering the game is relatively new.

3) I'm being paranoid and Steam won't do anything.

Maybe I am, maybe not? I would like to be rest assured that there won't be any penalty. I do tend to over worry a bit to situations like these.

I'll like opinions of what persons think I should considering the situation I'm in before I do anything.

I know persons are going to start these discussions anyway so I'll get ahead of you:

1) Yes, I should have done more research before getting into this and I'm at fault here -_- but please be reasonable and try to give advice instead of criticism.

2) I know, Steam's DRM is a pain a butt and losing your games to a company that doesn't even have telephone support is definitely not ok. If Steam didn't have so many advantages I would probably switch.