MEXICO CITY – Joseph Proctor told his girlfriend he was popping out to the convenience store in the quiet Mexican beach town where the couple had just moved, intending to start a new life. The next morning, the 32-year-old New York native was dead inside his crashed van on a road outside Acapulco. He had multiple bullet wounds. An AR-15 rifle lay in his hands. His distraught girlfriend, Liliana Gil Vargas, was summoned to police headquarters, where she was told Proctor had died in a gunbattle with an army patrol. They claimed Proctor — whose green van had a for-sale...