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Michelle Shocked cast a critical glance round at her backing musicians. “I always wanted to play with an East German band,” she remarked. The combo, led by her producer Pete Anderson, are not really [illegible] people at all. The singer was talking hairstyles, and she was quite right: several of her shaggier accompanists would have blended in perfectly with the average East European jazz orchestra.

Coming from Michelle Shocked, the observation underlined the dramatic changes she has undergone in recent times. Where once she seemed austere, righteous even, all of a sudden she has gone Western, with make-up, videos and a great big cheesy grin.

It makes for a fascinating spectacle. The concert was dominated by the new material from the “Captain Swing” album but included a wad of pre-perestroika Shocked songs. These seemed like a guest spot by a different artist.

The new Western Michelle is still finding her voice. Singing, she is fine. The band is big, tight, and brassy, and has the requisite swing. Shocked was conspicuously happy to be in its company, which should have been enough in itself to allay the doubts expressed by some of the groundlings about her new direction. Nobody actually shouted, “Judas,” but Shocked did have to explain that she now feels the need to interact with other musicians. She made the point lucidly, but later on she ruefully abandoned her attempts to talk between songs. It was probably embarrassment. The new Michelle has a tendency to gush as well as grin.

For Shocked, though, this is almost certainly a transitional phase. There is no such flaccidity in her new lyrics, and the big-band arrangements turned this Palladium concert into an exhilarating evening of dance.

The contrast with the older material was striking. For songs like “Graffiti Limbo,” about the death in police custody of a young New York spray-can artist, Shocked returned to the tones of iron righteousness. She is authoritative and convincing in this mode, although the problems of maintaining an old persona were highlighted during this part of the show. When a customer started to accompany her on a familiar anecdote about learning to drive that goes with “Memories of East Texas,” Shocked pointed out that this was exactly why she needed to move on. It was interesting to observe that her rapport with the audience was stronger and sharper at such moments. The crowd sang along but to her distress: she hated to speak harshly, she apologized, “but you sing like white people.”

Back into the swing, Shocked turned from driving to sailing. She used a toy yacht to illustrate the principle that to get to your destination, you have to point yourself in a different direction. This explained the play on words in the title of “Must Be Luff.” It may also have been an oblique reference to the course on which she has embarked.