SAKKILUOTO, Finland — Retired to a tiny island in an archipelago between Finland and Sweden, Leo Gastgivar awoke early one morning to visit the outhouse in his bathrobe, only to notice two black speedboats packed with Finnish commandos in camouflage fatigues waiting in the bay near his front door.
After an exchange of awkward greetings, Mr. Gastgivar went inside, collected a pair of binoculars and watched aghast as the commandos raced off toward the island of his nearest neighbor, a mysterious Russian businessman he had never met or even seen.
“I thought: ‘Wow! That is certainly unusual,’” Mr. Gastgivar recalled of the encounter. “Nobody ever visits that place.”
The island, Sakkiluoto, belongs to Pavel Melnikov, a 54-year-old Russian from St. Petersburg, who has dotted the property with security cameras, motion detectors and no-trespassing signs emblazoned with the picture of a fearsome-looking guard in a black balaclava. The island also has nine piers, a helipad, a…