Coming out of a US tour with Gwen Stefani, grime queen Lady Sovereign made a proper mess of a Brooklyn concert in 2007 when she decided to stop the show after two songs, complaining of depression, her impending homelessness, and America which, according to Sovereign’s complaint, “fucks you up.” It was a surprising denouement seldom seen in a Brooklyn venue, where the show is more likely to be broken up by the unseemly behavior of the audience rather than the performer.