The United States for several months has been sending private communications to Moscow warning Russia’s leadership of the grave consequences that would follow the use of a nuclear weapon, according to U.S. officials, who said the messages underscore what President Biden and his aides have articulated publicly. The Biden administration generally has decided to keep warnings about the consequences of a nuclear strike deliberately vague, so the Kremlin worries about how Washington might respond, the officials said, speaking on the condition of anonymity to describe sensitive deliberations. The attempt by the White House to cultivate what’s known in the nuclear...