Other tracks on “Lana” take on a melancholic tone of self-reflection. On “Scorsese Baby Daddy,” SZA questions a desire for turbulent, violent love — the kind of drama a Martin Scorsese movie displays.

SZA is the queen of the heartbreak hit, with songs like "Kill Bill" and "SOS" storming up the charts thanks to their relatable lyrics on love and loss. The crooner is notoriously private about ...