She comes out of Hoboken a singer, a comic, an actor, a performance artist and a provocateur, with songs like “God Has Lodged a Tenant in My Uterus” and “Did I Shave My Vagina For This?” Her many characters—including 1960s icons Marianne Faithful and Nico of The Velvet Underground—run the gamut from a far-right QAnon supporter to a deranged Israeli cabaret singer. She is all of them and she is none of them. She is a mystery.