KYIV, Ukraine — A small explosive device carried by a makeshift drone blew up Sunday at the headquarters of Russia’s Black Sea Fleet on the Crimean Peninsula, wounding six people and prompting the cancellation of ceremonies there honoring Russia’s navy, authorities said. There was no immediate claim of responsibility for the drone explosion in a courtyard at the naval headquarters in the city of Sevastopol. But the seemingly improvised, small-scale nature of the attack raised the possibility that it was the work of Ukrainian insurgents trying to drive out Russian forces. A Russian lawmaker from Crimea, Olga Kovitidi, told Russian...