LONDON — Nigel Farage, who led the charge on Brexit, Britain’s push to quit the European Union, and more recently founded the anti-immigration Reform UK party, was euphoric when Donald Trump swept back into the White House. Farage had campaigned for Trump, visited him at his Mar-a-Lago estate and compared him, favorably, to Winston Churchill. ... Farage was an early supporter of Trump’s strikes on Iran, but as anger at the war — and at the president — grows among Britons, who will vote in local elections May 7, he is backtracking. Reform UK’s standing has dipped in recent weeks,...