They are 21st-century guys,” says legendary saxophonist and composer Wayne Shorter of the musicians he chose to fill his stunning quartet—pianist Danilo Perez, bassist John Patitucci and drummer Brian Blade. “Within their lives they don’t have all the baggage. They don’t carry the blame card with them,” continues Shorter and then with a laugh explains, “you know ‘my wife done left me,’ ‘nobody understands me.’ So this comes through in the music.”

That sense o...