Western security officials say they believe that two incendiary devices, shipped via DHL, were part of a covert Russian operation that ultimately aimed to start fires aboard cargo or passenger aircraft flying to the U.S. and Canada, as Moscow steps up a sabotage campaign against Washington and its allies. The devices ignited at DHL logistics hubs in July, one in Leipzig, Germany, and another in Birmingham, England. The explosions set off a multinational race to find the culprits. Now investigators and spy agencies in Europe have figured out how the devices—electric massagers implanted with a magnesium-based flammable substance—were made and...