With a songbook extending back to the early ‘90s, Bill Callahan has tried out many distinct modes over time. There are heartbreaking lullabies (“Teenage Spaceship,” “Chosen One”), small-town character sketches (“Ex Con,” “I Was a Stranger”), and sheer oddities (the comically spiteful “Your Wedding,” the reggae-licked revisitation “Thank Dub”). On “Prince Alone in the Studio,” he even imagines a wild night in the working life of the Purple One.