By Rachel Hagan The director of the Oscar-winning documentary on Alexei Navalny has said he is grateful to the late Russian opposition leader for his final message to the world to “safeguard and install democracy.” Navalny director Daniel Roher became close to his subject and his family when he interviewed the democracy champion before he was sent to prison in January 2021. Roher kept in contact until Navalny died in a Russian penal colony. The Canadian documentary filmmaker told the PA news agency that it was “uncomfortable” when he asked his friend in the documentary for his message to the R…