Freedom and expression. These are the things that matter most to Billie Davies, who has used the drums as a means to express herself freely for more than 40 years now.

For Davies, seeking freedom is a purpose, a way of life. It stems from her days among bohemian communities in southern France, living in a DIY RV and playing music in the streets, where she shaped her chops early on, playing by herself or along manouche and blues musicians.

There is no formal schooling in Davies’ playing—...