Deeper cuts from the Bob Dylan songbook are roughly interpolated into “Girl from the North Country”, a new musical by Irish playwright and director Conor McPherson. Heavy on mood, this original Depression-era story offers a compelling look at a mélange of ordinary, forgotten people on the margins of low-rent society, but the effort is hampered by Mr. Dylan’s anachronistic songs and their poor integration into the plot. This one left me chilly and detached.