It is difficult, if not impossible, to pin down exactly who Annie Clark, also known as St. Vincent, truly is. That’s because, with each new album, she transforms into a new version of herself. At the time of her 2017 Grammy-winning record Masseduction, for instance, St. Vincent was a neon-hot, futuristic dominatrix, dressed in pink latex and fixated on power. Now, as she tours in support of the glittery, gritty, glam-rock Daddy’s Home, she sports leather jackets, bell-bottomed jumpsuits, and a bad wig, creating a...