BENIN CITY, Nigeria — Jude Ikuenobe sensed the car following him before he saw it. Heart pounding, he turned around. Under the Libyan desert sun, the highway stretching behind him was so hot it shimmered in the distance. Nobody’s there, he tried to reassure himself for the tenth time since he had stepped out a few minutes earlier in search of water, along with three of his friends. The sandy side streets were deserted, every shop and café shuttered. It was a Friday afternoon, which meant even the armed militias who ruled Sabha, a sprawling oasis city 480 miles inland...