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Colin Stetson plays the saxophone, notably the bass saxophone, which looks menacing and often sounds it – you can feel it in your body, even over laptop speakers. As a solo artist, he's known for his New History Warfare trilogy, which was recorded live, in single takes, with a range of contact mics capturing different sounds from his instrument and body. It follows a narrative arc involving an island isolated at sea. The music is captivating, though not easy – often it sounds like something terrible is happening, or about to.

Sarah Neufeld's violin can sound similarly monolithic. Her 2013 solo album, Hero Brother, doesn't really belong to any genre – it's more of an experience, recorded in site-specific sessions around Berlin, including one in an abandoned geodesic dome, whose missing panels coloured the sound. She's also a member of the Arcade Fire, a band known for jubilance and arena shaking. Stetson has worked with them, too, as well as with Bon Iver and Tom Waits, artists who've also won Grammys. The last two instalments of his trilogy were nominated for the Polaris Prize for best Canadian album.

(Stetson was born in Ann Arbor, Mich., but lives in Montreal now; Neufeld was born in rural British Columbia, but has lived in Montreal for 18 years. The two have been a couple for years.)

What I mean to say is: While the duo's debut – Never Were the Way She Was – is scary, you shouldn't be scared to approach it. The work is serious music by serious musicians, engaging with serious themes, but it's accessible – "entrancing" is more accurate, since the listener finds it hard to do much other than listen. It offers a challenge, if you want it, but the music also lets you not think.

Like New History Warfare, the album tells a story, which is an outgrowth of how it sounds. "The themes kept on coming back to matters of time, and perception," Stetson said over Skype from Belgium, where the two had stopped on a European tour. The music is minimal and repetitive, and can have the effect of staring into a hypnodisc – time expands, contracts and falls away.

"We started to think of an external sort of metaphoric corollary, this narrative that, in a sense, personifies all of these greater themes that we were dealing with in the music," he continued. "And so that ended up coming together as this girl who is born, and grows up, and does not age like people but more slowly, like mountains and trees … she just became the personification of all the themes we'd been dealing with."

For the woman as old as a mountain, the human lifespan is like that of a housefly, which means "she is, I guess, fundamentally alone," Stetson said. In his work, he keeps returning to the idea of isolation, that "your thoughts are your own, and those thoughts and feelings are going to be yours from birth to death, and they're not shared, no matter how close you might get to somebody else."

I asked him if he's always had these thoughts.

"Kind of," Neufeld said.

"Yeah," Stetson said. "I have my moments, you know. But also, definitely, I just turned 40. I think in the past 10 years it has been more of a passion, these kind of thoughts – mortality definitely comes into play after you round the bend at 30. These things start to become real."

I asked Sarah if her thought patterns were similar. "Not as much, no," she said, while Stetson laughed.

Neufeld said she was daunted by the idea of isolation. "I work toward marooning myself in my own thoughts," she said.

Stetson feels otherwise. "I've always been particularly – I don't know, heavy-minded. Overly analytical – "

"Obsessive is the word," Neufeld said.

"Obsessive!" he said, laughing. "So I do spend a lot of time trying to divorce myself from that, to a certain degree, or to counter it."

"But that's one of the reasons why we work well together, too," Neufeld said. "Because we have a little bit of a different inclination in the way we interact with the world, in our own brains. That's the most vague thing I could ever say, but it's true."

At some point, for some reason, it seemed appropriate to ask if they were afraid of death. "Um – no," Stetson said. "I mean, that's the thing: I don't feel like all of this – "

"Yeah, you are."

"I think that everybody's afraid of having an ineffectual life."

"I mean, I would be afraid of missing out on life."

"As far as anybody can tell, there's no – the sensation of life equates to the sensation of consciousness, so there's no bad to look forward to," Stetson said. "It's not like you're gonna be drifting out in some abyss being like, 'Now I can't have any fuuunnnn.'"

"There's no chocolate in this particular hell! Yeah, we're not heaven and hell people," Neufeld said. "So. There's that."