Established in 1846 and housed for decades in an imposing Renaissance-style mansion on New York’s Upper East Side, Knoedler & Co. is undergoing big changes. Director and president Ann Freedman has departed, the associate director has been fired, there’s been an exodus of important gallery artists, and a move is in the works. Despite the turmoil, a show on Milton Avery’s little-known Depression-era urban scenes will open Feb. 18...