Maria Mayer and Ludwig Gisch settled in Slovenia’s capital, Ljubljana, in 2017, with their two young children. People who met the couple tended to like them; the new arrivals from Latin America were friendly but never overbearing, inquisitive but never pushy. Mayer opened an online art gallery, while Gisch ran an IT startup. They told friends that a nagging fear of street crime at home in Argentina had prompted their move to Europe. Peaceful, mountainous Slovenia offered a refreshing change of pace. In interviews with about a dozen people who knew one or both of the couple, two words kept...