A lieutenant in the Dallas Police Department who goes by the name “Lucille Baller” when she promotes herself as a recording artist promises to shoot anyone who messes with her in a rap song that was posted on her website. “Don’t push Ms. Lucy because you won’t like the consequences,” Dallas Police Lt. Regina Smith raps on the recording. “Mess with me or I will shoot a [expletive] cuz Lucille Baller, she been to hell and back.” Smith, who oversees burglary and theft detectives at the Southwest and Northwest patrol investigative units, will likely face an internal affairs investigation over...