COLORADO SPRINGS — Richard M. Fierro was at a table in Club Q with his wife, daughter and friends on Saturday, watching a drag show, when the sudden flash of gunfire ripped across the nightclub and instincts forged during four combat deployments in Iraq and Afghanistan instantly kicked in. Fight back, he told himself, protect your people. In an interview at his house on Monday, where his wife and daughter were still recovering from injuries, Mr. Fierro, 45, who spent 15 years as an Army officer and left as a major in 2013, according to military records, described charging through...