The ending of “The New Veterans” in Karen Russell’s story collection “Vampires in the Lemon Grove” leaves one with a sense of the limits of fantasy — strange for a writer so deeply dedicated to the imaginative. On its face, the story’s plot is fantastic enough: a masseuse treating an Iraq War veteran named Derek Zeiger finds that she’s able to alter his traumatic memories by manipulating the tattoo on his back, moving pictures and erasing parts with her hands.