These are confusing times for followers of QAnon, a deranged conspiracy theory birthed in the bowels of the internet. They were told that Mr. Trump would be re-elected in a landslide, and that a coming “storm” would expose the global pedophile ring and bring its leaders to justice.

But there have been no mass arrests, and Mr. Trump is leaving office on Wednesday under the cloud of a second impeachment. Many prominent QAnon followers have been arrested for their roles in this month’s deadly mob riot at the U.S. Capitol. They are being barred by the thousands from major social networks for spreading misinformation about voter fraud, and law enforcement agencies are treating the movement as a domestic extremist threat.

These setbacks have left QAnon believers like Ms. Gilbert hoping for a last-minute miracle. Her current theory is that Mr. Trump will not actually leave office on Wednesday, but will instead declare martial law, declassify damning information about the “deep state” and arrest thousands of cabal members, including President-elect Joseph R. Biden Jr.