Chloë Sevigny walks into the bar of a hotel in downtown New York like a discreet but still conquering hero: leather jacket, red lipstick, round John Lennon-style sunglasses and a laugh that draws the eyes of the room. She recently moved back to Manhattan from a far-flung neighbourhood of Brooklyn, where she had gone in search of a quieter life. For decades, the actor enjoyed the buzz of being a well-known figure, until suddenly, in her early 40s, she didn’t. “But it didn’t work out,” she says, drily. Brooklyn was too quiet, too far; not Sevigny’s style at all and now she is back – greeting people she knows every few paces – a somewhat reluctant queen of the scene.

It is more than 20 years since Sevigny was anointed “the coolest girl in the world” by Jay McInerney in his New Yorker profile, a piece that now reads like the slightly doddery engagement of a middle-aged man with youth culture, and for whose purposes any modish 19-year-old woman may have served. Sevigny has never been “cool” in the traditional sense, being neither detached nor aloof.

Her style these days errs on the side of men’s braces/baggy shirts, landing somewhere between A Clockwork Orange and Amish country. She is also forthright, intelligent, chatty, unguarded – she got into trouble recently for bad mouthing one of her own screen projects – and, above all, opinionated: over the course of our interview, Sevigny will get stuck into Trump, movie stars who hog all the best TV roles, and why she turned down an offer to chip into #MeToo. “I hope they’re not going to read this,” she says, of her family.

Oh, and conscientious. Sevigny decides which roles to accept largely based on whether she approves of the people offering them. In the case of Andrew Haigh, the British director best known for the HBO series Looking, who has just directed Sevigny in the movie Lean on Pete, it was a no-brainer. “I wanted to be part of the calibre of movie Andrew puts out,” she says. “Knowing how he likes to sit with characters and that he has a sensitivity and a beauty to his films.” Although, she adds, smiling, “even with the greatest director in the world you never know – it’s always a risk.”

Lean on Pete, which is based on the novel of the same name by Willy Vlautin, tells the story of Charley, a 15-year-old boy who falls through the cracks after his father’s death, takes up with a bunch of small-stakes horse racers and flees across the country after stealing a horse. Sevigny plays Bonnie, one of the jockeys – a tough, weather-beaten figure full of hidden damage and pragmatic charm. It’s reminiscent of her role in Boys Don’t Cry, the 1999 movie for which Sevigny was nominated for a best supporting actress Oscar: measured, deep, finely balanced between knowing and subtly evasive.

In Boys Don’t Cry (1999) with Hilary Swank, for which she was nominated for a best supporting actress Oscar. Photograph: Moviestore/Rex/Shutterstock

The film was shot in Oregon and, says Sevigny, she has to think harder these days about committing to months of filming away. “I was doing a show on Netflix in southern Florida called Blood Line – that commute wasn’t as bad; same time zone. But as my mother is getting older and my brother has just had another child, so I have two nephews, and my life and my friends are here, it is harder. If it’s an isolated thing it’s easier to accept, but signing on to a series for five or six seasons somewhere far from home, I think I would be more reticent.”

Sevigny lives alone in New York and her family are an hour away in the Connecticut town where she grew up. One of the advantages of getting older, she says, is understanding that the best way to ensure good work for herself is to take on a greater role in curating it. She is starting to direct short films: the first, Kitty, from 2016, based on a short story about a girl who turns into a cat, and more recently Carmen, about a fortysomething standup comedian. “Creating opportunities helps ease anxiety and focus yourself on keeping busy with other things – to get some control, to be a pure expression of your own.”

With Lean on Pete, I was shocked to discover Sevigny had first been considered for the role of Charley’s aunt, who is in the film for about three minutes, and only won the larger role after lobbying hard. It says something regrettable about the film business that Sevigny isn’t currently a bigger star, although she is at pains to point out she is doing fine: she has a movie about Lizzy Borden coming up later in the year, in which she co-stars with Kristen Stewart, and more projects lined up beyond that. “I’m not allowed to talk about my finances,” she says, smiling ruefully, “because I am very privileged.”

The trailer for Lean on Pete, in which Sevigny plays a jockey.

Still, while the boom in TV promised to be a gold rush for good actors, it hasn’t really turned out that way. Sevigny is a veteran of the small screen after appearing in five seasons of the HBO show Big Love, since when the TV landscape has become much more crowded. “It feels like there’s been a big industry shift, especially in the film industry, so that now all the big movie stars are doing TV.”

Reese Witherspoon?

“Yeah.” She rolls her eyes. “It’s now more competitive than ever. Like Amy Adams is doing an HBO series; the big movie stars who would normally just stick to the big movies are now in TV. There is something to be said for doing a long-term thing that is interesting to explore a character. And I guess if you’re a movie star of that calibre, you’re used to being on sets for six months at a time. They’re not doing indies, which are 30 days and you’re out.”

The downside to committing to a multi-season TV show can be expressed with a single word, says Sevigny, one that strikes fear into the heart of most actors: “unavailable”. She says: “If you’re out of the film hustle, then you’re ‘unavailable’ and you might miss an opportunity there. Actors hate being unavailable. Being in a play is really hard because then you’re unavailable. It’s terrifying being unavailable, unless you’re on a great project.”

Doesn’t she find that getting older takes some of this anxiety away? “I feel more relaxed,” she says. “I feel confident in the fact that I’ll always be working, whether it’s getting the parts I necessarily want or,” she laughs apologetically, “feel that I deserve, although deserve is a strange word to use. I know something will come along and I’m also pursuing directing. I’m shooting another short film. I’m going to Cannes to be on the jury during critics’ week.”

In honour of which, she orders the fruit and yogurt: “Trying to keep it trim, girl. I have to fit into some sample-size dresses” she says, and delivers one of the hooting laughs that, however much she jokes about slimming down for Cannes, give a sense of Sevigny as someone who won’t diminish herself to meet industry demands.

How is she finding her 40s?

Sevigny stops laughing. “I don’t mind it. Some of the physical changes are a little frustrating.”

Like what?

Sevigny lifts a hand vaguely to her neck. “I feel like… texture. Like, certain areas. It’s the décolletage. Those sorts of things are disconcerting. We need more women like Frances McDormand, and Tilda Swinton. Just the way they present themselves and don’t bend. Frances with no make-up and hair just loose; why can’t more women do that? I love seeing Helen Mirren, too; I think Helen is such a natural beauty. And she still does the classical dress up, but she has her own hair and her face looks natural. Seeing her next to Jane Fonda at the Oscars and Jane had like… not natural hair.” She laughs. “But Jane can do whatever she wants. Jane is the ultimate. All women should do whatever they want, obviously.”

Sevigny in the Larry Clark film Kids (1995). Photograph: Moviestore/Rex/Shutterstock

Last year, Ronan Farrow, who broke some of the Harvey Weinstein sexual assault allegations in the New Yorker, approached Sevigny and asked if she’d be interviewed by him about her experiences of Hollywood. She turned him down. “I didn’t really have anything to say to him,” she says. “I’ve had experiences that are kind of common, verbal experiences, or innuendos. But I didn’t feel they offended me to such a degree that I wanted to name the names. I think they’re commonly known as assholes anyway. Do you know what I mean? I felt it would draw attention to myself, in a way. Which I know is the wrong thing to say, because we have to be vocal for people who don’t have a voice… ” She trails off, then starts up again. “For someone to say ‘What are you doing after?’ during a casting session is not so unheard of. Yeah, it shouldn’t be done and lots of girls might feel vulnerable and not know what to do in that situation. For me it was like: really?” She laughs. “I do feel like what Harvey Weinstein did compared to Al Franken [the former senator of Minnesota] – there has to be some delineation. Instead they’re all grouped together.”

Was she just naturally buoyant enough to push back against casual propositions?

“I think maybe growing up around some men in my life who were a little chauvinistic [helped]; I don’t know. I can’t even remember now who said it to me, but a female casting director said, in a room full of people: ‘You have to make the men want to fuck you and the women want to be you.’”

Ew.

“Yeah. I almost wish I could remember who she was. Not that I want to call her out, but I feel like that was almost more damaging in a way. To think to myself, that’s really what I have to be? And then trying to figure out how to be that. This was from a casting person who was like, this is how you’re going to get the jobs and then that permeating through how I thought about myself, and the commodity I was. That was more damaging than the guy asking me what are you doing after or saying you should take your clothes off more. Shocker.”

It makes sense that Sevigny, while sensitive to all the nuances surrounding #MeToo, held back when approached by Farrow; to be in a room with her is to be reminded that Sevigny, while friendly and charming, is a non-conformist who makes up her own mind, thinking long and hard before she answers some questions and doubling back to qualify them once she has. She is politically at odds with her family, a situation she finds depressing, but is well used to by now. Sevigny grew up in Darien, Connecticut, the US equivalent of the conservative Home Counties, but after moving to New York at 19 and falling in with a fashionable art crowd, rapidly moved away from the opinions she’d grown up around. Her family watch Fox News, she says, “which I try to zone out whenever I go home. It’s a losing battle. They’re at an age when – now it’s just the sad undercurrent of tension, and me having to block it out or ignore.”

Are they the kind of Republicans with whom she can at least unite against Trump?

“Unfortunately not. I think they have fallen prey to his anti-establishment rhetoric and they feel radicalised in a way. I don’t know where all their Catholic values went.” Sevigny shrugs. “There’s something about him they find comfort in, because they were so anti-PC; so I think they’re like, ‘Oh, finally, someone’s being honest.’”

Sevigny sometimes wishes she could be more effective politically; she’s a big fan of Susan Sarandon and she admires Rosario Dawson, “who I know from the Kids days [Larry Clark’s 1995 film] and who’s very vocal. You see her in an interview and she’s throwing out numbers and references to this bill and that bill. If I had that artillery, I feel like I’d be more empowered. But I don’t know if my brain works that way.”

If her strengths lie elsewhere, they are perhaps rarer and more valuable for that. After the interview, Sevigny is running uptown to meet with the director of photography who worked on Beyoncé’s Lemonade, who she hopes to persuade to work on a new short film she is writing. What’s it about, I ask and she smiles. “A woman and the relationship to her power.”

Lean on Pete is out now. Lizzie is released later in the year