Once-hopeful conservatives believed Mr. Durham would ride into town and aggressively expose malfeasance by Obama-era FBI and Justice Department officials. They expected his probe would shed light on whether FBI officials knowingly misled a court when it obtained permission to wiretap former Trump adviser Carter Page.

Now they are puzzled as to why he has yet to interview FBI officials who held senior roles in 2016. Former FBI Director James B. Comey, Deputy Director Andrew McCabe and anti-Trump investigator Peter Strzok haven’t spoken with Mr. Durham, according to people familiar with the probe.