Complex sentence: The mysterious murder of a young Russian woman in Stockholm spikes operational alert at Säpo (the Security Police, Counterintelligence and Counterterrorism Sweden), who immediately tries to lay a smoke screen around the crime.
Split into simpler sentences: The mysterious murder of a young Russian woman in Stockholm spikes an operational alert at Säpo (Sweden's,, Security/Counterintelligence/Counterterro-rism police). However, the first step from Säpo is an attempt to lay a smoke screen around the crime.