CHICAGO — On a winter evening a little over a decade ago, as their husbands were busy cooperating against the most wanted cartel boss in the world, Valerie Gaytan and Vivianna Lopez were driving around Chicago’s North Side with more than $4 million in cash in their SUV. The daughters of Chicago cops, Gaytan and Lopez had grown up in similar neighborhoods but on seemingly separate paths. Gaytan, street smart and tough, started running drugs as a teenager, spent time in prison, opened a successful beauty salon and was romantically linked to some of the city’s top gang kingpins. Lopez, meanwhile,...