ORLANDO, Fla.—Yu Miao built Shanghai’s Jifeng Bookstore into a bastion of liberal thought, until it became a prime target in Chinese leader Xi Jinping’s assault on free speech. Yu has followed him to Florida, where he moved his family after the authorities effectively forced the bookshop out of business in 2018. Now, even in the US, the 50-year-old Mr. Yu is facing consequences of his gambit to push against the limits of Chinese censorship.