Donald J. Trump turned his back to the crowd and stared up at the screen. Ominous music rang out. For the next minute and a half, the former president and his audience in Atlanta stood and silently watched clips of news reports of undocumented immigrants committing horrific crimes. When the montage ended, Mr. Trump said out loud what he has been telling his advisers in private for weeks: that, in his view, immigration is the “No. 1” issue in the 2024 election. “That beats out the economy. That beats it all out to me, it’s not even close,” Mr. Trump...