“Sea Wall / A Life”—two monologues by two different playwrights performed by two different actors—is a unique offering for Broadway: two well-written pieces of storytelling whose power derives from the strength of their solo performance, rather than from any theatrical trappings. Following a transfer from the Public Theatre, the “play” still doesn’t justify its composition, but is saved by engaging performances by its marquee stars: Jake Gyllenhaal and Tom Sturridge.