Tocorón once had it all. A nightclub, swimming pools, tigers, a lavish suite and plenty of food. This was not a Las Vegas-style resort, but it felt like it for some of the thousands who until recently lived in luxury in this sprawling prison in northern Venezuela. Here, between parties, concerts and weeks-long visits from wives and children, is the birthplace of the Tren de Aragua, a dangerous gang that has gained global notoriety after U.S. President Donald Trump put it at the center of his anti-immigrant narrative. But kidnappings, extortion and other crimes were planned, ordered or committed from...