Prince of avant-garde rock thrills as his weird, cool alter ego, says Prudence Ivey.

Bonnie “Prince” Billy is not just a stage name, the alias settled on by Kentucky’s Will Oldham 15 years ago, it’s a character, a sort of third-party device between audience and performer. It allows Oldham imaginative freedom, and adds a lightness of touch to music that could otherwise feel written in the mawkish confessional mood that pervades so much contemporary songwriting. Bonnie “Prince” Billy is not Oldham; he’s someone else. Someone weird. Someone cool.

The songs are drawn from the strange well of Appalachian folklore, with abject devotion, disappointment, drunkenness, death, tenderness and loneliness all laid bare. Oldham, in eyeliner and sporting a beard, has been cultivating his avant-garde roots music across 18 albums over the last 21 years, and in St John’s Church, Hackney, he delivers one hell of a show.

For this tour he has put together a fine band, with regular accomplice Emmett Kelly of the Cairo Gang starring on rhythm guitar. Kelly has been a constant companion for the past six years or so, allowing Oldham to explore a more swampy, rock’n’roll sound. Also present tonight is Matt Sweeney, a minor legend for his role in 1990s New York underground band Chavez. Sweeney collaborated with Oldham on 2005’s Superwolf, and the biggest cheers come for ‘My Home is the Sea’, and ‘Beast for Thee’, both cuts from that record. It’s a rare pleasure to see them performed while both artists are present and the audience knows it.

Backed up by a strong double-bass-and-drums backline, the combination works: Sweeney’s deliberate, angular style enriching Kelly’s driving, dirty playing. Oldham strums along on his customized guitar, or stalks the microphone, legs askew, fixing his stare somewhere above our heads as he sings. One minute it’s easy does it, the band harmonizing four voices over slow, delicate picking on ‘Go Folks, go’, the next it’s all-out southern rock stomp. They wrap up with a rock’n’roll take on ‘I See a Darkness’, the title track from Bonnie Billy’s first record, and the song that Johnny Cash chose to cover shortly before he died. The crowd leave happily into the night, it’s all joy and jubilee.