Chloë Sevigny’s World: Being a NYC Style Icon, Becoming One of Ryan Murphy’s ‘Swans’ and Future Directing Plans

“Do I look like a monk?” Chloë Sevigny asks the room.

We’re in the Lower East Side apartment of Chris Peters, the head designer of the fashion label Puppets and Puppets, and Sevigny is trying on the sequined gown she plans to wear at a fundraiser for Tibet House that night. But she worries the outfit’s long sleeve, which begins at the hem, drapes around Sevigny’s neck like a scarf, and extends to her left wrist, evokes the robes favored by the Buddhist figures whose traditions the organization highlights. As the sun beats through Peters’ window, cascading along the dress’s spangles and filling the room with reflected light, Sevigny is more reminiscent of a disco ball than the Dalai Lama.

Peters quickly reassures her. “I wouldn’t say it feels monastic. It’s an odd kind of ’30s glam. You look incredible.”

Sevigny tilts her head, catches herself in the mirror, her fears allayed. “In-cred-habla!” she sings out.

After a promise to Venmo the money for a pair of jeans that caught her eye, we’re off, slicing through a tangle of side streets to find Grand Street and with it the cleanest path to Sevigny’s SoHo apartment. She assumes the role of urban navigator, directing us to take two sharp left turns. New York is, after all, a city she’s called home since the early ’90s. That’s when she first popped onto the scene, heralded in The New Yorker by Jay McInerney as the face of a cultural revolution taking place downtown, one that played out in nightclubs and thrift stores. Then she captivated moviegoers as part of the ensemble of “Kids,” a darker look at a generation that was taking too many drugs and having too much sex as AIDS crashed the party. “I first met her when she was 18 or 19,” says Christine Vachon, that film’s producer. “And she was already inhabiting a specific space in New York. She was really a lightning rod for this certain culture, and she’s never really abandoned that.”

As Sevigny’s star rose, thanks to her Oscar-nominated performance in “Boys Don’t Cry” and scene-stealing work on “Big Love,” along with her associations with brands like Miu Miu and Dolce & Gabbana, the city remained entwined with her professional identity. On red carpets and runways, Sevigny’s style has retained a New York flair; it’s still slyly subversive with the edgy elegance that made her an “It” girl at a young age. But she’s rarely shown that side of herself on-screen.

“I don’t get to play glamorous very often,” she says with a sigh.

That changed with “Feud: Capote vs. the Swans,” which wraps up its eight-episode run tonight. In it, Sevigny co-stars as C.Z. Guest, the high society doyenne who became Truman Capote’s confidant and remained his defender even after he was ostracized over an excerpt from his novel “Answered Prayers,” a scabrous account of the jet set that appeared in Esquire. It helped that unlike the other wealthy women whose indiscretions were embroidered throughout Capote’s controversial book, the author never betrayed Guest. “It was easier for her to stay loyal,” Sevigny notes. “Truman didn’t throw her under the bus.”

As we walk through Chinatown, maneuvering around a woman pulling a granny cart filled with groceries, Sevigny describes her process for channeling Guest, someone who probably wouldn’t have been caught dead this far from Park Avenue. Much of that preparation involved looking at photographs of Guest at the height of her glamour-girl reign — she was a vision in shimmering gowns gliding through parties, as well as someone who wore jodhpurs to relax. There was a dearth of archival film footage of the socialite for Sevigny to consult, so she had to get creative. Using the few snippets of video that did exist of Guest (in which, oddly, she would pronounce the same word differently in the span of a few sentences), Sevigny worked with a dialect coach to develop a Boston Brahmin accent that she felt was appropriate. At least until Ryan Murphy, the creator of “Feud,” heard her speak.

“Ryan was like, ‘Nobody in the world is gonna believe that anybody talks like this,'” she says. “‘You’ve got to tone it down.'”

On “Feud,” Sevigny worked closely with Tom Hollander, who portrays Capote when “In Cold Blood” made him the world’s most renowned writer, as well as after a steady diet of drugs and alcohol and the fallout from the Esquire excerpt ruined his reputation. It was her first time meeting Hollander, but she had been a fan of his devilish turn as a murderous homosexual expat on “The White Lotus.”

“I was like, ‘He’s my new gay best friend,’ until I realized that he had a wife and kids,” Sevigny admits with a throaty laugh. “And I was like, ‘Oh no!’ I’d been pushing up against him. He must have been like, ‘She’s the biggest flirt I’ve ever encountered in my life.'”

She needn’t have worried. “I didn’t feel she was flirting with me,” Hollander says. “One of the wonderful things about ‘Feud’ was, because I was playing a gay man, the relationships with all the ladies in the cast benefited. There was none of the tension that there can be in the straight environment, where everyone is keen to define where they stand. Here I was essentially playing the gay best friend, so it created this relaxed environment where we were all having fun.”

Initially, Hollander was intimidated by Sevigny, because of her impressive résumé and her legacy as the poster child of a certain kind of cool. “She comes across as a tough, straight-talking New Yorker,” he says. “There’s a no-nonsense streetwise-ness to her. But then she breaks out with this laugh, and you realize there’s a goofiness to her that’s very appealing.”

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Sevigny tried to watch “Feud,” which aired a new episode every week on FX, in real time, but she failed. There are the demands of raising her 3-year-old son, Vanja, as well as a busy shooting schedule on “Monsters: The Lyle and Erik Menéndez Story,” a miniseries about the sibling murderers that reunites her with Murphy. Plus, she’s scrambling to catch up on all the Oscar movies. “I’m too honest of a person,” she says. “I’m only going to vote if I’ve seen everything in a category. I don’t want to just vote for my friends or something.”

I ask Sevigny about her favorite nominated films, and she grows uncharacteristically silent, then revs her lips as if to stop herself from saying anything offensive. “I like certain aspects of certain things or certain performances, rather than loving anything overall,” she says carefully, before praising “Maestro,” particularly Carey Mulligan’s performance, and Mark Ruffalo’s work in “Poor Things.”

She’s mixed on “Oppenheimer.” “I kind of enjoyed it, but I also felt like it was just white guys doing bad stuff. I guess we’re gonna continue to mine that,” she says. “As I was watching it, I kept wondering, ‘Am I stimulated by this or am I bored by this?’ I felt somewhere in the middle.” She pauses for a second before adding that she liked Josh Hartnett, the early-aughts heartthrob who plays one of the scientists in the film. “He’s so handsome and natural on the screen. He felt very real in that part, whereas some of the other performances were pushing a bit.”

Most celebrities are terrified of being this candid, preferring to retreat behind bland platitudes or airbrushed anecdotes when they’re interviewed. That’s not Sevigny’s style. She starts sentences with “I really shouldn’t be saying this” before barreling ahead anyway. She’s incapable of being untruthful in her acting and her life otherwise. “Everything she does is so real,” says Vachon. But that kind of unfettered honesty means Sevigny risks colliding with a media world that doesn’t do nuance. During a video interview with Elle last month, Sevigny sounded off on all the things she hates about L.A. — there’s too much driving, she hates the terrain and the vegetation, and finds “the sunshine monotonous.” But she insists that her response, which has sparked a whole thing, was more measured.

“Despite what the internet might be saying right now, I’ve had a lot of fun in L.A.,” she says, name-checking the beaches and the art scene as highlights of the city. “In that video, right after I went on a rant listing all the things I disliked about L.A., I had a long list of stuff that I loved about it. Of course, they cut that out.”

It’s good that she’s got nice things to say about L.A. because she’s been spending half her time there since the actors strike ended in November and production started on “Monsters.” It’s been hard, she admits, to be away from her husband, Siniša Mačković, and their son. “I feel guilty whenever I’m not with Vanja, because this age is so fleeting. Any time away from him feels like time wasted.”

The part gives Sevigny, usually cast as what she calls the “moral compass,” a rare opportunity to play an unsympathetic character. When Erik and Lyle Menéndez went on trial for murdering their parents, Kitty and José, they claimed that their father had sexually abused them. They also alleged that Kitty knew and chose to ignore it. Prominent media figures, most notably Vanity Fair columnist Dominick Dunne, didn’t buy their account, painting the brothers as entitled rich kids who blew their parents away so they could get their inheritance. In the decades since the brothers were convicted, former boy band member Roy Rosselló claimed that José, who had been an executive at RCA, raped him, while the Menéndezes’ legal team unearthed a letter written before the murders in which Erik suggested to a cousin that his father was abusing him.

“It’s told from the brothers’ perspective,” Sevigny, who plays Kitty, says. “So I’m having to play the worst kind of person. It’s all about the cycle of abuse. Kitty’s mother was abused, and she was possibly abused. José was abused, and his mother was abused. She had complicated feelings about her children. José was always cheating on her. I need to empathize with where Kitty was coming from even if I don’t morally agree with her.”

Luca Guadagnino, who worked with Sevigny on “We Are Who We Are,” says that kind of commitment to burrowing into the “weaknesses and fragilities” of the roles she plays is what makes Sevigny so compelling. “She can give you a tri-dimensional representation of the character, not a cookie-cutter version,” he says, adding, “She’s a legend and an icon and a very subtle actress who brings humanity to everything she does.”

As we move closer to her home, Sevigny proposes a detour to Happier Grocery, a high-end market filled with a dizzying selection of kombucha and an array of impressively plump produce. She wants to pick up dinner. “Online, people were saying this place was like our Erewhon,” Sevigny says, referencing the L.A. health-food grocery chain that sells $20 smoothies. “But it’s not.”

While she orders roast chicken, Sevigny fills me in on her plans to make her feature directing debut. She’s already made four short films, her latest a look at the drag artist Lypsinka, but she wants to tackle something bigger. Sevigny is weighing three directing projects, two adapted from books, the other a “true crime-ish thing.” The next day she’s gathering a group of actors that includes Dasha Nekrasova and Lily McInerny for a reading of one of the scripts.

“I have been wanting to do this for a while, and then the pandemic happened and the baby and acting, which I still love,” she says. “I keep saying, ‘I’m gonna do it next spring,’ and then I get a job.”

We step out of the store, and the soundtrack of the city — a symphony of honking horns, sirens and screeching tires — suddenly blares around us. It’s my turn to take the garment bag that Sevigny has been lugging across town, and as I put it over my shoulder, I’m shocked by the weight of the dress it holds. “It’s heavy,” I say.

“Now you know the burden I’ve been carrying,” Sevigny replies.