Road to Revenge,” fights against both Nazi Germany and the Soviet Union—mirroring Finland’s complicated World War II history.

In the final months of World War II, the 14th Waffen SS Galicia Division fought desperate battles across Slovenia and Austria, clashing with Tito’s partisans and resisting Soviet forces near Graz.

After winning the Nobel Prize for her searing portraits of the Soviet world unraveling, Svetlana Alexievich worries about the revival of its violent, anti-democratic ways. “When I walk down the street ...