James Conlon, the veteran L.A. Opera music director and conductor, is well versed in the canon of 20th century classics. But over the last several decades, he has been focused on another kind of oeuvre: classical works the public has never had the chance to hear. For nearly half of Conlon’s decorated 50-year career, his true life’s work has been to perform and promote the music of composers whose lives and careers were disrupted or ended during the Nazi regime. “The chronicle of 20th century classics has been written with great omissions,” he says. “It’s a mission larger than any...