As much an intellectual and cathartic exercise as a musical one, the Irish songstress explores the connection between mental illness and creative genius by singing the darker works of poets such as Anne Sexton, Theodore Roethke, Lord Byron, Nuala Ni Dhomhnaill and Leonard Cohen, all of whom have written about depression. McKeown’s haunting singing, informed by her own family’s afflictions, is powerfully affecting on these heartfelt ruminations on crippling despair. Download: “Good Old World Blues.” (Appearing Saturday at the Regent Theater, Arlington.)