The narrow alley in the heart of the crumbling Montenegrin neighbourhood was cloaked in shadows, the kind that seem to cling to the walls like old secrets. Cracked cobblestones crunch softly beneath the slow, deliberate tires of a fleet of large black cars, their engines barely above a purr. The lead vehicle—a matte SUV with tinted windows and the dull gleam of armoured plating—moved like a predator, silent and menacing.

Behind it, more cars followed in a tight formation, their ...