When not creating a peerless body of work as a leader, saxophonist Wayne Shorter has often played with others, but it would be a mistake to simply call him a sideman. His mercurial genius as an improviser and a composer of standards like “Footprints” and “E.S.P.” was crucial to the identity of classic bands led by Miles Davis and Art Blakey. And his smoldering presence led jazz-influenced pop artists Joni Mitchell and Steely Dan to enlist his talents.