Arriving in a paradise that caters to retirees looking for gentle waves and lemon groves, Chloë Cassens gripped her scorpion necklace and tensed her shoulders. She was summoning the strength of her grandfather, a Holocaust survivor whose business empire was built on a talent for confrontation. The scorpion had become her avatar in a crusade against what she insisted was a case of corruption on the French Riviera — one that involved a freakish storm, a crumbling museum and an enfant terrible of modern art. “Some family members think I’m insane for coming back here,” Cassens said, walking through the...