“I would not say that my art is dark,” Milo Rau tells me, and I burst out laughing. We are sitting in the office space of his theater in Ghent, Belgium, surrounded by posters of his work. In the past decade, Rau has directed plays about a homophobic murder (La Reprise), the unexplained suicide of two parents and their children (Familie), and the exploitation of the developing world (The Congo Tribunal). The Swiss-born director’s best-known work, 2018’s Lam Gods, re-created events depicted on a celebrated 15th-century altarpiece that is on display at the cathedral across the square from the theater. Does the poster for that production show a silken apple, like the one held by Eve? Or a group of angels? Some prosperous Belgian burghers, perhaps? No, I am conducting this interview while under the gaze of a sheep’s head bloodily severed from its body. Rau is still faintly annoyed that he wasn’t allowed to slaughter the animal live onstage, thanks to animal-cruelty rules. I had traveled to Ghent—a pleasant city of fewer than 300,000 …