"Interview over. I don’t trust you anymore,” Sen. Martha McSally jokes as we’re getting ready to talk and I disclose that I’m not a dog person. Last November, McSally’s dog Boomer sat beside her on a couch as she conceded her 2018 Senate race to her Democratic opponent, now-Sen. Kyrsten Sinema. Ten months later, I’m meeting with McSally as she sits on a couch with a staffer’s white English golden retriever at her side. This time, she’s in her Senate office. McSally took a circuitous path to the upper chamber, having lost a bitter race against Sinema, only to be appointed to the Senate weeks later when Jon Kyl, one of McSally’s mentors, stepped aside. Without much time to settle into her new role, she is already having to prepare for another election in 2020,...