The Secret Service had the former F.B.I. director James B. Comey followed by law enforcement authorities in unmarked cars and street clothes and tracked the location of his cellphone the day after he posted an image on social media in May that President Trump’s allies said amounted to a threat to assassinate the president, according to three government officials. Mr. Comey and his wife, Patrice, were tailed by the authorities as they drove from the North Carolina coast, where they had been...