BHUBANESWAR, India—Pavel Antov holed himself up in his hotel room, refusing food and drink for two days, after the death of a longtime friend who had accompanied him on a trip deep into the jungles of east India.

The last time the staff at the Hotel Sai International recall seeing the 65-year-old Russian—a prominent regional lawmaker who owned a sausage-making company—he was alone on Dec. 24, swinging his fists in the air and heading for the hotel roof.