Mythology abounds in New Orleans. Tall tales of spellcasting voodoo priestesses, swamp-crawling patriotic pirates and the occasional blood-lusting vampire are told on the hour in dozens of “historic” tours around the city. Ranking alongside the Marie Laveau’s and the Jean Lafitte’s of the city’s inflated history are the gin-swilling, women-chasing early jazz musicians, none more controversial and debated as cornetist Buddy Bolden. Facts and hy...