The Cayman Islands sun was a brutal, honest thing. It baked the tarmac of the private airstrip and reflected off the white walls of the nondescript storage facility with an intensity that felt worlds away from London’s gentle gloom. Lena, wearing large sunglasses and a simple linen outfit, felt exposed. The journey had been made in secret, a ghost trip with no one but Mr. Albright’s most trusted courier aware of her destination.

Standing before Unit 47—the number felt fated—she ...