The allusive Angel Olsen mumbled between sets on Sept. 21 at The Sinclair in Cambridge. But she didn’t pass up the opportunity to flirt with one of her fans.

“Did you steal the setlist or what?” she teased after a man requested “Sweet Dreams,” a brooding 2013 release. “Bad-boy, bad-boy.”

The 29-year-old folk rocker has been mystifying listeners since her 2011 debut album, Strange Cacti, which she recorded by herself in her kitchen in Chicago.

“I felt uncomfortable in studios with people so I made a low fi recording,” she told Chart Attack in 2012.

Olsen’s latest release, My Woman, which came out on Sept. 2, is an elaborate project in comparison. From the dreamy synth track, “Intern,” to the tender eight-minute self-therapy session, “Sister,” Olsen found a way to mix all of her past obsessions – punk, folk, ‘60s rock – into one sprawling project. But she hasn’t left behind the angst.

“All my life I thought I’d change,” she incanted during “Sister,” which began innocently enough  – “I want to know you / I want to show you” – before turning abruptly inward. “All my life I thought I’d change,” the words grew louder as the music clouded into a shoegaze storm. “All my life I thought I’d change,” she belted.

Wearing a black and white striped shirt and high-waisted pants, Olsen was accompanied by two guitarists, a bassist, a drummer and a backup singer, all dressed in powder blue suits with bolo ties. They were the Shondells to Olsen’s Tommy James.

One of Angel Olsen’s guitar players

Olsen performed many songs from My Woman, including the rumbling earworm “Shut Up Kiss Me,” and the slow, hazy ballad “Those Were The Days.” During the encore, Olsen played the synth as if performing a processional for her track “Intern,” a prayer for lonely dreamers.

“I am going to fall in love with you someday / I’m gonna fall in love and run away,” she sang, her  tender voice echoing like a hymn.

Olsen pushed her voice to the max during “Not Gonna Kill You,” a song about accepting the risk of vulnerability. Her words broke through the music.

“It’s not gonna kill you, It’s not gonna kill you,” she belted. “It’s not gonna break you, it’s just gonna shake you.”

In that moment, Olsen’s voice was electrifying. She seemed like a spirit sent down from poet Khalil Gibran, who advised his readers “to know the pain of too much tenderness” and “bleed willingly and joyfully” in the pursuit of love.

Olsen thanked opener Rodrigo Amarante for helping her during a “low point” in her life. She completely lost her voice when she was on tour with Amarante a couple years ago, and he comforted her and offered to play the whole set for her.

“He kinda saved me on that trip,” Olsen said.

Rodrigo Amarante opened for Angel Olsen on Sept. 21, 2016 at The Sinclair in Cambridge.

Amarante, a Brazilian singer-songwriter, gave a hushed, solemn performance with songs in Portuguese, French, English and Spanish, accompanying himself on a white-painted acoustic guitar. Realizing that his set was more on the serious side, he joked with the audience, acknowledging that it was difficult for him to stay downcast with so many fans in the room.

“It’s the secret of my happiness,” Amarante said with a laugh. “I just dump all this fuckin’ sadness onto you.”