WASHINGTON—The White House delivered a warning to conservative groups on Thursday: We’re watching you. Two days after voters rebuked President Trump and his party, the administration moved to hold together a coalition that was beginning to splinter. The White House Office of Public Liaison, which works with outside groups, sent a memo to more than 3,000 conservative organizations that laid out a list of Trump’s accomplishments in office and pledged to prevent newly ascendant Democrats from reversing them. The memo concluded with a sentence that was highlighted in yellow. “As always, we are monitoring statements, press releases, and media engagements...