PESHAWAR, Pakistan — The capital of Pakistan was locked down Monday as supporters of jailed former leader Imran Khan marched on the city to demand his release. It is the latest upheaval to hit this nuclear-armed United States ally after days of deadly clashes between rival sectarian groups.

That violence between warring Sunni and Shia Muslim factions was halted with an uneasy truce Sunday, though reports of skirmishes continued to emerge from the country’s often-unruly, mountainous…