When federal Immigration agents gunned down 37-year-old Minneapolis resident Alex Pretti on Saturday, their identities were almost completely concealed. They were mostly wearing civilian clothes, and masks obscured their faces. With authorities refusing to disclose their names and records, the agents involved in the killing have so far remained anonymous. But there is one distinguishing characteristic that could help identify the man who first opened fire: the patches on the back of his vest. One is the state flag of Texas. Another appears to read “U.S. Border Patrol.” Insignia like these have become a common sight as federal agents swarm...