Yes, something illegal is going on in regards to Donald Trump's ties to Russia and I believe he should disclose his relationship with the country. From inviting Russian hackers to accepting the Russian annexation of Crimea to his campaign manager's previous position as advisor to Viktor Yanukovych, the former Ukrainian president, Trump's entrenchment with Russia raises questions and I believe something(s) illegal may be going on.
If there's nothing illegal, it's still probably unethical. All of the little things about ties to Putin, Russian money and Ivanka vacationing with Putin's "special friend" seem to hint that there are certainly some ties. I can't imagine Trump's involvement not being about money and/or power. He's not altruistic and he's certainly not above working the system for his benefit. Certainly looks shady.
Donald Trump called for Russian hackers to release Hilary Clinton's emails, some time before her emails were released by hackers. Given that he has called for second amendment supporters to "take care" of Hilary, I am of the opinion that many illegal activities between Donald Trump and Russia are underfoot.
While Donald Trump's remarks involving Russia during this presidential campaign have been anything but typical, it is highly unlikely that he has any actual relationship with government officials there. Further, his comments encouraging the Russians to hack Hillary Clinton and again release emails would not have occurred if he had a clandestine relationship with the country.