Since her memorable breakout role in “Me and Earl and the Dying Girl” rocked Sundance in 2015, British actress Olivia Cooke has filled her resume with a bevy of highbrow and intriguing projects. In 2017, she returned to Sundance in Cry Finley’s “Thoroughbreds,” where she was electric as a troubled Connecticut rich girl with an axe to grind. She also landed a plum role in Steven Spielberg’s “Ready Player One,” and thrilled critics with her portrayal of ambitious and scheming Becky Sharp in the latest TV mini-series of William Makepeace Thackeray’s “Vanity Fair.”

Now, she takes on another mature and intense role in Wayne Roberts’ feature directorial debut, “Katie Says Goodbye.” The film follows a small town waitress who is mistreated by nearly everyone in her life — from her abusive mother (a terrifying Mireille Enos) to a seemingly never-ending string of men who pay her for sexual acts — but...