WASHINGTON—A group of Democrats led by Senate Minority Leader Chuck Schumer helped Republicans advance a bill Friday to fund the government through September, averting a shutdown but leaving Democrats despondent and deeply divided over how to resist President Trump’s aggressive agenda.

Catherine Cortez Masto of Nevada were among the first Democrats to publicly back the Republican funding bill, arguing that a shutdown would only strengthen Trump’s hand. Seven more Democrat joined them during the final vote: Sens.