Eliza Mackintosh shares this post on Storyful's Open Newsroom:

We are working on verifying this video clip described as showing shelling from the Russian border town of Gukovo on Ukrainian territory using Grad multiple rocket launchers. The footage appears to be the earliest shared online and tallies with multiple reports on Twitter of clashes in this border area. We are seeking any additional information to corroborate this video and reports that shelling took place in this region. Обстрел ГРАДом украинской территории с территории РФ (с.Гуково)

The video is shaky and has very few features. The people on the video shout that GRAD rockets are being launched. The video may show a GRAD rocket launch, however. The key question is where.

Gukovo is a town on the Russian side of the border near the river and has topography that generally matches the scene. It is also very close to an area where GRAD rockets have recently struck Ukrainian troops. The launch site for that incident is unknown.
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A better version of the video above:

This video has been geolocated by The Interpreter. Note that the Google streetview is taken closer to the lake, so the angles do not 100% match, but you can see the light polls, bushes, and slope of the ground matches perfectly:

Further to the right, the channel narrows significantly, but that is reflected in both the Google streetview and the video:

You can view the location here on Google maps.

Here is another video reportedly shot at night: