ASTANA, Kazakhstan — If the choice was death or a bullet to the leg, Yevgeny would take the bullet. A decorated hero of Russia’s war in Ukraine, Yevgeny told his friend and fellow soldier to please aim carefully and avoid bone. The tourniquets were ready. The pain that followed was the price Yevgeny paid for a new chance at life. Like thousands of other Russian soldiers, he deserted. “I joke that I gave birth to myself,” he said, declining to give his full name for fear of retribution. “When a woman gives birth to a child, she experiences very intense...