As the Hold Steady has started leaving longer intervals between albums, singer Craig Finn has taken up the slack with solo efforts, including an upcoming release that opens with the song “Maggie I’ve Been Searching for Our Son.” Speakeasy premieres the tune today.

With an emphasis on melancholy keyboards and synths instead of raucous electric guitars, the song is a character sketch that picks up in the middle of what sounds like a wrenching settling of accounts. Finn says the tune was one of the first ones he finished for...