Ok, let presume Russia and China retaliate, and build kind of THAAD in let say in Cuba. If Mr 'make America great again' OK with that, I don't think China and Russia have any objection. A side it was defensive or not.
Why do we need to presume ? You never heard of the Cuban Missile Crisis of Oct 1962 ?
Back then, when the Soviets installed missiles in Cuba, the US blockaded Cuba. A blockade is an act of war, so essentially, the US quite non-verbally declared war on Cuba. After a couple weeks, the Soviets dismantled the missiles and meekly took off.
What China can do is blockade South Korea
AND Japan. The reason for the 'and' is because the distance between SKR and JPN is no deterrent to a medium range ballistic missile or THAAD. Back in 1962, if the Soviets moved those missiles to South America, the US would have pursued and made life miserable for any South American country that hosted Soviet missiles. So China must make it clear to both SKR and JPN that any hosting of THAAD by the US would result in a war between China and the hosting country.
Three items...
One - Either South Korea's or Japan's navy is more powerful today in comparison to China than Cuba in comparison to the US. That means short of a real shooting war, the PLAN simply cannot blockade either SKR or JPN.
Two -- The US is more committed to both SKR and JPN than the Soviets were to Cuba.
Three - The Soviet Navy was never the expeditionary force as the US Navy, then and now. Unlike the Soviets when we blockaded Cuba, if China threatens SKR or JPN, depending on who hosts the THAAD, we will not pack up the THAAD and docilely leave. Instead, to whoever is the host, we will land more troops, station more aircrafts, and cruise more ships to show solidarity.