Russell Bentley, a self-described “Donbass Cowboy,” joined Russian forces soon after they created a proxy state in eastern Ukraine in 2014. He quickly became one of Russian propaganda’s favorite Americans, receiving a Russian passport and a gig with state-run Sputnik TV. On April 8, the 64-year-old Austin native better known under his call sign “Texas” was detained by Russian soldiers in the city of Donetsk, occupied by Russia for the past decade, according to his wife. Eleven days later, he turned up dead. He is the latest in a string of figures involved in Russia’s 2014 takeover of parts of...