How is *what* correct? Or did you mean, "Which one is correct?" A correct version of your sentences would be, "In 1994, the Chechens wanted independence but Russia didn't give it. Instead, Chechnya got war." (Pay attention to sentence structure.) If you write "the war", you're indicating a specific war. However, because there's no previous mention of a war and there are many wars to choose from, I have no idea which war you mean. You can use "war" in the general sense and the sentence will be correct.