Jessica Kiang Caritas Migrant House sits where the semi-arid Sahel region gives way to the Sahara Desert, on the edge of the urban sprawl of Gao, a town of more than 85,000 inhabitants in the landlocked West African nation of Mali. But as the location of Ousmane Samassékou’s unobtrusively observant “The Last Shelter,” the refuge can feel far removed from such grounded realities.