“There was video of the second shooter. There was video.” In the first reports of every mass shooting, there’s always mention of a second shooter—two sets of gunshots, a figure seen fleeing the scene—and they always seem to evaporate as events are pieced together. Commissioned by a fringe publisher to investigate the phenomenon, journalist Mike Karras finds himself tailed by drones, attacked by a talk radio host, badgered by his all-knowing (and maybe all-powerful) editor, and teaming up with an immigrant family of conspiracy buffs. Together, they uncover something larger and...