After an instrumental appetizer of rollicking blues and tango, singer Rachel Williams strode to the stage with a striking presence, recalling Annie Lennox and Tilda Swinton to deliver “Give it All Up for Good.” While packed with Iguana’s witty and musically literate original material, the set list offered insight into the band’s motivating forces via carefully chosen covers, including Irma Thomas’ “Ruler of My Heart” (with Iguana’s saloon-Gershwin piano) and blues dynamo Sugar...