Lynne Ramsay crash-lands on an armchair on the terrace – hair flying, skirts swirling – looking as though she has just been blown in from the sea. She was out late last night at some ritzy Venice film festival soiree or other. “Dancing with Joaquin,” she says, scrunching her face in embarrassment. The upshot is that she is totally knackered today.

No one is going to begrudge the woman a night on the tiles. All the same, it feels weird to have the director – arguably the toughest, purest voice in modern British cinema – wafting around the photo-calls and champagne receptions like some glamorous social butterfly. Any festival competition that doesn’t include a Lynne Ramsay picture feels, on some nagging, illogical level, like an opportunity missed.

It is now 20 years since Ramsay’s debut picture, Ratcatcher, led us on its throat-catching child’s eye tour of her native Glasgow; 15 since Morvern Callar proved that she was no flash in the pan. But since then, devotees have grown accustomed to waiting long years for the director to make contact. She has struggled to get some projects made; ruffled industry feathers by bailing out of others. “I suppose I’m a bit of a perfectionist,” she shrugs, which is such a whopping understatement it almost makes me choke on my coffee.

Watch Lynne Ramsay’s new short film, Brigitte

Without a feature to bring to this year’s festival, Ramsay has come with a short film instead. It is a documentary study of the French portrait photographer Brigitte Lacombe, commissioned as part of Miu Miu’s Women’s Tales series. Ramsay’s approach is typically curious and mercurial, crossing the line in both directions as the film shows her shooting Lacombe while Lacombe shoots her. Both women normally hate having their picture taken. Both have always loved making images of others.

“I asked her how many pictures she takes a day and she wouldn’t tell me,” Ramsay says. “It was so many that it was like she was embarrassed. It’s like an addiction for her and I’m a bit like that too. I get really into things, totally obsessed. They thought I was deaf when I was a kid because I was always totally off in my own little world.”

Actually, she adds, she has known Lacombe for years. They first met in 2011, when Ramsay was in Cannes with her elegant adaptation of We Need to Talk About Kevin. They were hanging out together in Poland when Ramsay received word that Joaquin Phoenix had signed on to take the lead role of wonky, dangerous Joe in 2017’s You Were Never Really Here, which meant that the project was finally up and running. I tell her that Phoenix’s latest turn in Joker seems to carry trace elements of his collaboration with Ramsay and she nods and smiles to humour me. “Joe’s scarier,” she says finally.

Joaquin Phoenix in Ramsay’s 2017 film You Were Never Really Here. Photograph: StudioCanal

When Ramsay got the call to make the Lacombe documentary she was holed up in Costa Rica. She was hard at work on a script, starved of human company. “Writing’s so hard,” she says. “Someone once said that it’s basically like vomiting and then bending down to pick out the good bits. And I always want to keep my hand in shooting stuff. Being on set, shooting a film – that’s the part of the process I love the most.”

Which begs the obvious question: why isn’t she doing more of it? Ramsay has made four features in two decades, each in their way a masterpiece. But right before meeting her, I run into Steven Soderbergh. And over that same period he has cranked out 23.

“Why am I not making more?” she says. “I suppose it’s all a money thing. Getting finance together can take a while. Getting everything right can take a lot of time.” She grins. “Also, I’m not a brilliant multitasker.”

For years she nursed a desire to make a big metaphysical science-fiction movie, with a plot freely adapted from Moby-Dick. This strikes me as the perfect text for a director whose career has been a saga of prolonged deep dives and sudden, splashy reappearances. She still thinks she would like to do it, but probably not for the foreseeable future. She has yet to catch Ad Astra, James Gray’s acclaimed space saga, starring Brad Pitt as an astronaut on an obsessive search for his father. But she suspects that it might have slightly stolen her thunder.

“Every director has a labour-of-love project,” she says. “It’s like Stanley Kubrick always wanting to do Napoleon. So maybe I’ll make it when I’m 80 or something. But Ad Astra does feel a wee bit close to home. So yeah, James Gray probably got there first.”

Kathleen McDermott and Samantha Morton in 2002’s Morvern Callar. Photograph: Sportsphoto Ltd/Allstar

Naturally, there are other factors at play here as well. Ramsay was scarred by her fractious experience during the US production of Jane Got a Gun, eventually jumping ship at the 11th hour in early 2013. Her marriage broke down; she went to live in Greece for four years. And she gave birth to a daughter, who is now about to start school. “That was probably the main thing,” she says. “It’s nice to be able to spend some time with my daughter.”

But she is aware that life is short; she says she probably needs to get cracking. Over in Costa Rica, she had been working on an original idea. The script is now done; the financial situation looks hopeful. “So I hope to get up and running with another feature next year,” she says. “Maybe even sooner. Because I would like to make more, I really would. And I’ve actually got four or five ideas on the go, enough projects to last me the next 10 years.” Her eyes have taken on a faraway cast. She says: “Maybe this is going to be the most prolific time of my life.”

• Brigitte is available online now