On Feb. 23, Razil Malikov, a tank driver in the Russian Army, called his family and said he would be home soon; his unit’s military drills in Crimea were just about wrapping up. The next morning, Russia invaded Ukraine, and Mr. Malikov hasn’t been heard from since. On Monday, Ukraine published a video of a captured soldier in his unit, apologizing for taking part in the invasion. “He had no idea they could send him to Ukraine,” Mr. Malikov’s brother, Rashid Allaberganov, said in a phone interview from the south-central Russian region of Bashkortostan. “Everyone is in a state of...