The grisly murder of Washington Post journalist Jamal Khashoggi inside the Saudi consulate in Istanbul and the subsequent cover-up by the Saudi government is explored in “The Dissident,” a complex and detailed documentary from director Bryan Fogel. Through CCTV footage, social media history, interviews with Jamal’s family and friends, and unprecedented access to video evidence from Turkish police, the film gives an insider look at the why and how of the crime. Fogel includes such a large volume of information in his documentary that it feels unfocused, as he tries to tackle too much in one sitt...