"It's kind of like running away from home to join the circus," says Joni Mitchell from the stage of the Montreal Forum. It's December 4, 1975, she's about to introduce the audience to a work in progress called Coyote - "I think it's finished but I don't know, maybe there's a couple more chapters to go" - and sounds slightly bemused she's still entangled in the motley rock'n'roll carnival that is Bob Dylan's Rolling Thunder Revue, three weeks after she first joined the tour in New Haven, Connecticut, on November 13.

Joni Mitchell Archives - Volume 4: The Asylum Years (1976-1980) shows, though, that Mitchell was in constant transit during this phase of her life. This latest dive into her past, out October 4, is arranged across six CDs - or a shorter 4-disc vinyl set comprising Mitchell's favourite selections - and spans the boldly experimental, jazz-directed period that includes 1976's Hejira, 1977's Don Juan's Reckless Daughter and 1979's Mingus, as well as 1980 live album Shadows And Light. As Mitchell sings on Hejira's abrasive Black Crow, captured live in Fort Worth on May 16, 1976: "I took a ferry to the highway/Then I drove to a pontoon plane/I took a plane to a taxi and a taxi to a train."

If her perpetual motion was quite literal - the Rolling Thunder Revue's cocaine-fuelled caravan, the onward march of her own tours in 1976 and 1979, the solo driving jags that inspired Hejira's revelatory dissections of freedom and its complications - it also reflected her restless creative processes. "When I got to Hejira my writing hit another level," Mitchell tells the journalist Cameron Crowe in Volume 4's sleevenotes, describing it later as a creative "growth spurt" comparable to the one triggered when she saw Leonard Cohen play Suzanne at 1967's Newport Folk Festival.

Mitchell's move away from being a confessional singer-songwriter - or "sin-eater" as she described it in 1979 - accelerated with The Hissing Of Summer Lawns, released just as she was falling in with Dylan's crew in November 1975. Her new trip would culminate in her writing the words for melodies supplied by the terminally ill Charles Mingus, keen to tell a story that was not her own.

The urge for going that defined the Joni Mitchell Archives - Volume 1: The Early Years in 2020 is just as acute in the 33-year-old star as it was in the 19-year-old folk singer. "Everybody else was playing their hits," she gleefully tells Crowe in the sleevenotes as they discuss the Rolling Thunder Revue. "I was playing new stuff." The tour's resident playwright, Sam Shepard - subject of the musky, sinuous Coyote, a song that grew along with his on-the-road relationship with Mitchell - described the effects of her performances in his tour log: "Every single time the place goes up in smoke like a brush fire."

That's apparent in the Rolling Thunder recordings gathered here, some harvested from the Bob Dylan Archives: a hushed Jericho from the Niagara Falls show on November 15, 1975; a powerful Don't Interrupt The Sorrow in Cambridge five days later, featuring Mick Ronson and T Bone Burnett; a version of Woman Of Heart And Mind, recorded at Gordon Lightfoot's Toronto house. Unabashed eavesdroppers, meanwhile, will enjoy the backstage snippet where Mitchell runs through Blue's A Case Of You, all the time telling her companions about the troubles of miking up a dulcimer - "It's made to be played by a babbling brook" - and her love of Canada Dry ("Oh Canada...Dry!") ginger ale.

There's a fascinating real-time evolution here. On her own 1976 tour, she again plays Coyote, this time spliced to another new song. "One of them was just coming to me as I passed through here in November," she tells the Boston crowd on February 19. "The other one is a sequel called Don Juan's Reckless Daughter." While the tour ground to a premature halt - "The stages had gotten too tall, the songs less intimate," she tells Crowe in the sleevenotes - it left behind a fearsome version of The Jungle Line, a take on For Free that debunks "the romantic version of that story" and Court And Spark's jaunty Annie Ross song Twisted. "Are you crazy?" she asks in the middle of it. "That's the new norm." She's crazy enough to rejoin the Rolling Thunder Revue when it hits Fort Worth on May 16, 1976, showcasing a beautiful Song For Sharon.

Yet Volume 4 also shows what happens when Mitchell's road songs settle in the studio, with demos from the Hejira sessions recorded by Henry Lewy in March 1976. There are interlopers: Talk To Me, supposedly inspired by Bob Dylan's taciturn "Mr Mystery" demeanour, retains a Blue-like swing before it falls under Jaco Pastorius's bass spell on Don Juan's Reckless Daughter; Dreamland has yet to shrug on its ancient cloak of percussion.

Hejira exists in the tension between independence and surrender, freedom and comfort, desire for new ways of living and the inexorable pull towards old ones. You can hear in these versions how she is slowly moving the lyrics of Amelia and Hejira around, jig-sawing them into order as her thoughts shift. This Amelia opens with "Take the soap out of the wrapper," the Song To A Seagull callback of the "Cactus Tree Motel" not yet present; you sense this is a song that could keep reshuffling itself forever.

Yet Mitchell still sought new chances for experimentation. When Charles Mingus approached her - initially to rewrite T.S. Eliot's Four Quartets - she saw it as a remarkable opportunity. "The way I looked at it was, I put my toe in the water of jazz," Mitchell tells Crowe in the sleevenotes, "and now Mingus was gonna drag me right into it, you know? And so I took the job for the experience."

While the record was ultimately recorded with Mitchell's preferred musicians - Wayne Shorter, Jaco Pastorius, Herbie Hancock - there is also a chance to spy on the previous "experimental sessions" once believed lost. Here is a version of Sweet Sucker Dance with Gerry Mulligan on baritone sax; Eddie Gomez plays bass on Solo For Old Fat Girl's Soul, while there's a mellower alternate pass at God Must Be A Boogie Man featuring Mitchell's ex John Guerin and guitarist John McLaughlin.

A sense of what Mitchell's changing music meant to her place in the world comes from a throwaway moment in a recording from September 1978. "I've been working on a different kind of project for me," she says to the audience at Berkeley's Bread & Roses festival. "I've been writing words to Charlie Mingus's music." She then launches into a gleeful caper through The Dry Cleaner From Des Moines. "Rock'n'roll, Joni!" shouts an excitable fan. "That ain't rock'n'roll, man," calls back a clearly amused Mitchell, "that's bebop!" She keeps drawing those impulses together during the complete Shadows And Light-era live set recorded at Forest Hills Tennis Stadium, Queens on August 25, 1979, her band including Pastorius, saxophonist Michael Brecker and guitarist Pat Metheny.

In the sleevenotes, Mitchell tells a comic story about playing Dolly Parton the newly finished Hejira. "And when it was over," says Mitchell, "she turned to me and said, 'If I thought that deep, I'd scare myself to death.'" It's a delightfully double-edged response from Parton - but what is remarkable throughout this collection is how rarely Mitchell seems to strain or struggle, instead finding her own element drives herself on. No-one's going to show you everything, as she sings on Hejira, but this collection shows a woman out to see as much as she can.

Save Magic: Five Key Tracks From The Latest Joni Motherlode.

Traveling (Hejira)

Recorded at Duke University, North Carolina, on February 7, 1976, this early live version of Hejira's title track shows a work in progress, its light-headed delicacy different to the tough, burnished version recorded live in 1979. "Travel has me feverish," she sings in the still-unfixed lyrics, "but travel has my spirit on trial."

Coyote/Don Juan's Reckless Daughter

Hejira's Coyote and the title track of Don Juan's Reckless Daughter once came as a pair, yoked together in a resonant medley, both live and in this demo from March 1976. By the summer, however, an early rough mix of the latter shows them separated into two independent yet still kindred entities.

Refuge Of The Roads (Early Mix With Horns)

This track allows for a little thought experiment: imagine this period of Mitchell's music without Jaco Pastorius, the bassist she would later describe as "an innovator" and "extremely present tense". It's a captivating version of Hejira's closing track, but without Pastorius, the promise of a sudden left turn off the highway diminishes.

Save Magic

Found stashed away in Mitchell's own personal collection, this tape was labelled Save Magic by engineer Henry Lewy, recording Mitchell from the control room when she was mid-improvisational flow. The expansive, classically inflected piano piece would become the bedrock of Paprika Plains, the visionary centrepiece of Don Juan's Reckless Daughter.

A Chair In The Sky

Eight months before the release of 1979's Mingus, Mitchell introduced songs from the record at Berkeley's fundraising festival for Mimi Farina's Bread & Roses charity. Herbie Hancock joined her on-stage for this sky-scraping tribute to Mingus - not that it stopped one contemporary reviewer describing the new music as "challenging to say the least".