St. Vincent — the songwriter Annie Clark — transformed songs from across her catalog for a concert last year at the Royal Albert Hall, recorded for the new album “Live in London!” She was backed by a 60-piece orchestra conducted by Jules Buckley, whose arrangements deploy live musicians to extrapolate from St. Vincent’s studio productions. “Hell Is Near,” a cryptic march from the album “All Born Screaming,” trades guitars and electronics for swells of orchestral sound, luxuriating in physicality and ensemble richness. St. Vincent and Buckley will perform with the New York Philharmonic on July 2.