Before her film debut, depending on whom you ask, Ms. Fox could have been described as a clothing designer (she ran a knitwear brand with Ms. Andalore) or as a model, having posed for Playboy’s “last” nude issue in 2015. Others still might know her best as a sporadically exhibiting painter and photographer. In a 2017 gallery show, “R.I.P. Julia Fox” she claimed to have used her own blood as paint for her canvases. She has published two books of photography that quickly became cult items on the independent book fairs circuit. Ms. Fox could be called an activist, too, having driven a carful of supplies to the Standing Rock tribe’s 2016 protests of the Dakota Access pipeline and helping clean up afterward.

“I remember stumbling into her universe through a friend of a friend of a friend of a friend,” Josh Safdie said. “And at first, you couldn’t quite figure out the type of person that she was, and it was very, very alluring. It was exciting. She was constantly redefining who you thought you were talking to.”

Richie Shazam, a longtime friend of Ms. Fox’s and a photographer who curated her 2016 exhibition, “PTSD,” said: “Julia’s able to be, like, this scientist who’s able to experiment with all the ways she envisions beauty in her brain. Through her stimulation, she’s able to concoct all of these different products that can be euphoric or completely dark and dystopian.”

‘Fantasy Role Play’

The photos were taken during a period in which Ms. Fox briefly lived in New Orleans, and document a tempestuous relationship in harshly lit scenes where drug use, blood, and sex is paired with tranquil suburban landscapes, like a white cat crossing a street. “She has this way of creating a synergy between the two, which is very mystifying to me, because so few people can do that so well.”