Vanessa Niemann, alias Gal Holiday, didn’t grow up on country music, and didn’t fully embrace it until she’d left her Maryland home and came to New Orleans. But she found it deep in her soul nonetheless, and the connection’s gotten deeper in the 21 years since Gal Holiday & the Honky Tonk Revue first appeared. “I was a raver; I grew up on alternative and hip-hop. I never saw the band going on this long or...