JUBLJANA, Slovenia—A corporate jet from Tel Aviv touched down in this sleepy Alpine country on a freezing night last December, carrying two operatives from an Israeli intelligence company that critics have described as “the private Mossad.” The men rode in a chauffeured car to the headquarters of Slovenia’s far-right populist opposition party, authorities say. Neighbors were suspicious of the men speaking a foreign language and reported them to a local journalist and the police. This month, Slovenia’s intelligence department began reaching out to other European spy agencies to try to identify the visitors—and piece together a mystery that has reverberations…

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