When a jazz series begins with an event entitled “Celebrating Coltrane,” it’s obviously on the right track. The Jazz Underground program, taking place at Loyola University’s Nunemaker Auditorium, consists of four unique shows. It kicks off on September 22, 2016, just one day before the late, great saxophone genius John Coltrane’s birthday, September 23, 1926.

“To me that’s a very important show because he was so instrumental in my development and my whole perspective on music and on life p...