HONG KONG—Hong Kong police are reportedly investigating the group that organizes an annual protest march marking the territory’s handover to China for possible violation of the national security law. Police are gathering evidence and could take action against the Civil Human Rights Front, which holds the July 1 march each year and also organized some of the bigger political protests that roiled the city in 2019, Police Commissioner Raymond Siu Chak-yee told Ta Kung Pao newspaper in an interview published Friday. Siu told the newspaper that the group never formally registered with the government nor the police since it was established in 2002. “Anyone who violates the law, they better not think they can escape,” Siu was quoted as saying. A spokesperson for the Hong Kong Police Department did not immediately respond to a request for comment. The group would be the latest target of a sweeping clampdown on dissent …