Julia Loktev’s new documentary begins almost like a tense Hollywood spy thriller. The journalists she’s filming on her iPhone scramble to get out of Russia, many without a plan or lodging and with only a carry-on suitcase full of hastily packed things, hoping they’re not held up at the border. At nearly six hours, “My Undesirable Friends: Part II — Exile,” which opens in select theaters this weekend, is the second half of Loktev's portrait of Russian journalists and the culmination...