Arizona used to be a conservative stronghold. Now it may go blue.

Two years ago, Yasser Sanchez was all in for Martha McSally. An influential leader in the Latino community, he took the Republican Senate candidate around to Spanish-language radio, television, and newspapers. He put up signs for her.

Now, he’s planning to vote for her opponent.

Senator McSally, Mr. Sanchez explains, is in lockstep with President Donald Trump – whom he vigorously opposes. “I thought she could be the next maverick from Arizona,” says Mr. Sanchez, about the first female fighter pilot in the United States to fly and lead a...