Many artists at that point would have switched on cruise control, offering subtle variations on what had worked so far. But Mr. Simpson’s next album, 2019’s “Sound & Fury,” was accompanied by an anime film on Netflix and found Mr. Simpson toying with mechanized dance rhythms and going deeper into psychedelia. He followed this release with three consecutive bluegrass records—two reworked his old material and the other was a concept album set during the Civil War—and then declared that he would no longer release music under his given name. In 2024 he issued “Passage du Desir” as Johnny Blue Skies, and his second album under that moniker, “Mutiny After Midnight” (Atlantic Outpost), is another challenge to his audience. It’s out now but only on physical formats (though Mr. Simpson has said it will likely be available to stream at some point).