On a balmy summer day in what is today southern Russia, a tree was felled for a monumental construction project: a palatial set of buildings that would never be used. The rectangular foundation of the structure was laid about 30 miles from the Mongolian border, on an island in Lake Tere-Khol. Since its presence was learned from a stone near the Selenga river (a runic tablet with an inscription detailing the site), the settlement—known as Por-Bajin—has eluded understanding. A complex roughly the size of Buckingham Palace, with 30-foot-tall clay walls…