The documentary “He Named Me Malala” is a testament to the courage of this Pakistani activist, the youngest person ever to win the Nobel Peace Prize. In 2012, at age 15, Malala, already known as an advocate for women’s education in Muslim countries, was shot by a Taliban gunman and left in critical condition. The Taliban also announced its intention to kill her father, Ziauddin, an educator whose outspoken nature clearly served as a template for his daughter. The family settled there, and we later see her trying to adjust to a British (non-Muslim) school, coping with regular teenage matters — struggling with her grades and trying to find her place. Other domestic scenes — such as back-and-forth teasing with her brothers — offer a nice counterpoint to footage of her advocacy work, meeting President Obama, appearing on TV shows around the world, speaking to the United Nations and writing a popular memoir, “I Am Malala.” [...] we’re left with some major questions (why does a movie with a feminist theme give short shrift to Malala’s mother?), and a wish that Guggenheim might have dug a bit deeper.