The hour-long film that Liv Corfixen has made about her husband, the 44-year-old Danish director Nicolas Winding Refn, falls somewhere in between two earlier examples of the insider documentary. It is nowhere near as comprehensive or compelling as Hearts of Darkness: A Filmmaker’s Apocalypse, Eleanor Coppola’s study of her husband, Francis Ford Coppola, when he was in the midst of the chaos and carnage and napalm-like blasts of egotism that characterised the production of Apocalypse Now. Nor is it an exaggerated home movie like The Making of The Shining, shot by Vivian Kubrick as an 18-year-old on the set of her father’s horror masterpiece. It offers insights and curiosity value even for those viewers like myself who were left unconvinced by Refn’s most recent endeavours – the slick and silly Drive and the self-consciously opaque Only God Forgives, both of which benefited from, but could not be saved by, the soft unbroken gaze of Ryan Gosling.

It is the making of the latter film that is the subject of Corfixen’s My Life Directed By Nicolas Winding Refn. Installed in a 42nd-floor apartment overlooking the grey haze of Bangkok, Refn and his wife and their two young daughters muddle through the minutiae of life in a strange city. (Is it really wise to hang out the washing this far up? No. A gust can whip it over the edge, causing your child to try to clamber over the balcony rail in pursuit of the garment.) But most of all the film documents Refn’s internal crisis as he wrestles with the nature of his new movie.

The gently berserk director Alejandro Jodorowsky reads his tarot cards and entreats him not to try to repeat the success of his previous picture. Indeed, Drive drives Refn’s neuroses. He frets constantly: first that he will repeat himself, and then that the new film will not be as commercial. (To say that it wasn’t is an understatement.) He complains that he doesn’t want to be known forever as the man who made Drive. “Lars [von Trier] isn’t ‘the guy who made Breaking the Waves’,” he whimpers. Making the film, he explains as he surveys the pink and white scene cards that occupy an entire wall, will be like playing chess with the audience. “I make the first move. Is the audience bored yet? Or do they get it?” Check-mate is to be avoided.

The trailer for My Life Directed by Nicolas Winding Refn

Driving onto the set, he balks at the scale of it all. “Why do there have to be so many things?” he asks the line producer. “Why does it have to be so huge?” As shooting progresses, Refn seems to be losing all sense of the shape of Only God Forgives, a revenge thriller with overtones of Hamlet. Gosling is a steady, serene presence; Kristin Scott Thomas, who plays his monstrous mother, is a vision in a vanilla wig, blocking out the choreography of a death scene with a regal flick of the head that Refn tells her “will increase your gay fanbase by 20 per cent”. Despite these instances of creative clarity, Refn seems at no point to have any confidence that what he is doing will cohere on the screen. Anyone who saw the film would have to concede that he has a point. But this isn’t about sticking the knife in, or crowing over a folly; you don’t even need to have seen Only God Forgives to gain an insight here into the toll that filmmaking can take on directors – and their families.

Throughout the picture, Corfixen’s relationship with her subject renders this a more than usually complicated work. Early on, he tries to direct her (“Film out of the window and then pan over to me”) but after that one trespass she retains her independence. He might forbid her from shooting when things get tough, but at least she gets to articulate that on camera, along with more personal gripes: “I think you just want me to be a housewife,” she tells him bitterly at one point, when he has been rendered all but unreachable by a logjam of production-related problems and panic.

People are often at their neediest when they know those needs have no likelihood of being met, and it was brave of Corfixen to include in her film such glimpses of her own vulnerability. Without those moments, it might seem almost sadistic to include so many shots of Refn looking morose, defeated, even depressed. “It’s not good enough!” he snaps at his wife once the finished movie is in the can. “Don’t you understand that? It doesn’t ‘click’. I wasted six months of our lives.” Do wives forgive too? Or only God?

In the back of a chauffeured car on the way to the movie’s Cannes premiere, the couple’s eldest daughter offers the sanest advice: “It’s just a film.”

My Life Directed by Nicolas Winding Refn is showing at the Glasgow Film Festival on 25 and 26 February. It is available on VOD from 25 February and DVD from 2 March.