Several Egyptian members of the squad of militants that lay bloody siege to an Algerian gas complex last week also took part in the deadly attack on the United States Mission in Libya in September, a senior Algerian official said Tuesday. The Egyptians involved in both attacks were killed by Algerian forces during the four-day ordeal that ended in the deaths of at least 38 hostages and 29 kidnappers, the official said. But three of the militants were captured alive, and one of them described the Egyptians’ role in both assaults under interrogation by the Algerian security services, the official...