Independent filmmaker Mary Haverstick thought she’d stumbled onto the project of a lifetime—a biopic of aviation pioneer Jerrie Cobb, the key figure in a group of extraordinary women who in 1960 passed the same tests as the legendary male astronauts of the Mercury 7 but never went to space. Just as casting was set to begin, Haverstick received a mysterious warning from a government agent; soon she began to suspect that there was more to Jerrie’s...