Just listened to that in its entirety. What a performance.
I saw Anna Calvi back around the first album (2011 maybe?) and the performance was spellbinding. I haven't been able to really get into her stuff after that, it doesn't grab me as much, but that first album blew me away.
Live she was impossibly cool. Singing like a female Roy Orbison doing Kurt Weill, and busting out the coolest Hendrix plays spaghetti western solos.