By Philip Blenkinsop, Sabine Siebold and Phil Stewart BRUSSELS (Reuters) -NATO will closely monitor Russia’s upcoming nuclear exercise but not be cowed into dropping support for Ukraine by Moscow’s veiled nuclear threats, the alliance’s chief said on Thursday. “We will not be intimidated,” NATO Secretary-General Jens Stoltenberg told reporters after a two-day meeting of the alliance’s defence ministers. “Russia’s nuclear rhetoric is dangerous, reckless, and they know that if they use (a) nuclear weapon against Ukraine, it will have severe consequences.” The meeting was the first large NATO gat…