If he is captured by the Russians (big "if"), he has no option. He is a foreigner in league with the enemy and therefore not covered by the Geneva convention. The Russians have already expressed their view that they can deal summarily with any mercenaries. (Blowing up a training camp full of them was a good idea of their position.) If he claims to be a serving officer, that implicates his government in an act of war. His best option is to sing like a canary in order to defer execution.