To find even a quick allusion to the White Russian civil-war commander Baron Roman Nikolai Maximilian von Ungern-Sternberg (1886–1921) is to be pulled into a past too strange to be believable and too terrible not to be. Three years ago, I was working on an article on Mongolia for National Review. When the text I’d submitted for editing was returned, a reference to the country’s “brief, brutal, and bizarre rule [by] a crazed Baltic baron” was questioned: “Are you certain about this?” As James Palmer’s absorbing, wonderfully written new biography of this gargoyle khan, exterminationist anti-Semite, paranoid mystic, and (some …