ZAPORIZHZHIA, Ukraine—Moments after the band struck up a song of praise at a Christian church in a Russian-held city near here, Russian soldiers stormed in wearing full tactical gear. One of them wove through the crowd, mounted the stage and told the congregation to prepare their documents for inspection. The service in September 2022 was the last held inside Melitopol’s Church of God’s Grace. The Russian authorities took over the building, adorned it with murals depicting their dead fighters, and converted it into a culture ministry in this part of occupied south Ukraine. The church’s erasure from view is part...