The last time I met Michelle Williams, she asked me to lie for her. We were having breakfast at a corner cafe in Brooklyn shortly after she received her second Oscar nomination, for the gruelling breakup drama Blue Valentine, but before she got her third, for My Week with Marilyn. The first, of course, was for her performance as a betrayed wife in Brokeback Mountain. She was married in that film to Heath Ledger, who became her real-life partner and the father of her daughter, Matilda Rose. I asked Williams by way of chit-chat whether she still lived in the area; it was common knowledge that she and Ledger had bought a Brooklyn townhouse together. But in the wake of their separation in 2007, and Ledger’s death the following year from an accidental overdose of prescription drugs, Williams had been plagued by paparazzi. All of which helped explain why she arrived wearing regulation black shades and had selected our table with the careful deliberation of a chess master planning several moves ahead. “No, I don’t live around here any more,” she said sadly. “But could you put that I do?” She’d had enough. She wanted to throw the wolves off the scent.

That was almost six years ago. The woman sitting in front of me now in a London hotel room looks and behaves quite differently. She has always seemed gently assertive and self-possessed, as you would expect from someone who has been acting since she was 10 and who secured legal emancipation from her parents at 15 to enable her to work. It paid off in one respect: she was a regular on Dawson’s Creek by the age of 17, though she was also desperately lonely and ill-equipped. “I didn’t know how to keep myself warm in the winter or cool in the summer,” she said in 2012. “It felt like somebody was withholding all the secrets – how to take care of yourself and where to get the things that would help you take care of yourself.” That fragility persists in her but it is fighting a losing battle today with her perky playfulness. That extends to her look: a Jean Seberg-style blond pixie-cut and little black boots. A trim black dress, its neckline marked by tiny silver squares, halts just above the knee.

When I remind her of that lie about living in Brooklyn, she gasps. “Oh wow. Oh God. That is crazy.” She stares straight at me, or through me. Have things improved now? “Definitely. It’s much easier. It became an unmanageable life. It was certainly no way to be a kid. I was really worried at the time about being followed. It was upsetting and hard to deal with and there seemed to be no end in sight. That’s all really hard to explain to a kid. But our lives are so different now. They’re as normal as anyone else’s.”

She is here to discuss the movie that will in all likelihood earn her a fourth Oscar nod. Kenneth Lonergan’s Manchester by the Sea is a devastating drama about a loner, played by Casey Affleck, who is paralysed with grief and guilt after suffering a personal tragedy. Williams plays his ex-wife; she is sassy, rumpled, no-nonsense, with splotchy roots. “I really worked on those,” she grins. “Grow, baby, grow!” Though she appears in only a handful of scenes, her presence (and for that matter, her absence) resonates throughout the picture. But then the size of the role doesn’t have any bearing on how it affects her. She completed what she calls a “pop-in, pop-out” part a few months ago on Todd Haynes’s new film, the children’s fantasy Wonderstruck, but both that and Manchester still consumed large chunks of her life and her headspace.

“Someone will say: ‘Oh, it won’t take any time.’ And actually it will. I have to figure out how I walk and talk and what I wear and what my history is and why I’m there and where I’m going and it’s gonna take me all year!” This is her favourite form of address: the list that goes on and on, escalating in volume and panicky shrillness. “It’s just the process I’ve cobbled together and …” It works? She wrinkles her nose. “Ish.”

At least Lonergan didn’t require her to live with her on-screen husband, which is what the director of Blue Valentine, Derek Cianfrance, stipulated she should do with her co-star on that film, Ryan Gosling. “Ryan and I decorated a Christmas tree together. We made a budget together, we did the dishes together, we took our daughter to play mini-golf, we got into fights, we made up, we watched TV. We did so much stuff that isn’t on screen.” With Lonergan, everything she needed was there on the page, down to the dots of each ellipsis. Is he strict? “I found him to be, yes. But he’s also shy when he comes up after a take and says: ‘Um, you missed out the second pause.’ He’s absolutely right to be like that. His dialogue is the reason I’ve wanted to work with him since …” She stops and pulls a what-did-I-come-in-here-for? face. “Wait. How old am I?”

She is 36. It has been nearly 20 years since she made a splash in Dawson’s Creek and still she doesn’t seem closer to any objective certainties about the job she does. You don’t need to stick to her Oscar-nominated performances to know that she is a fine, intuitive actor. Check out her three films with Kelly Reichardt: Wendy and Lucy, in which she was a penniless, plaintive soul searching for her lost dog, the arduous western Meek’s Cutoff and the forthcoming Certain Women, in which she is an overruled wife trying to make herself heard. “I am jealous of every other actor Kelly works with,” she says sulkily. When Reichardt made Night Moves, her thriller about young eco-terrorists, Williams was livid to discover there was no part for her. “Kelly said: ‘You’re too old.’ I was, like …” And at that point she repeats the guttural noise she made in response. On and on she goes, longer than is strictly necessary, grinding her teeth and growling like Muttley. “I had a really hard time on Meek’s Cutoff because there were lots of other actors and I had been used to having Kelly to myself on Wendy and Lucy. I actually cried about it to her once: ‘I miss when it was just you, me and the dog.’” She mimics Reichardt rolling her eyes in exasperation: “‘Michelle, I have to deal with other people now. And cattle. Grow up.’”

Then there is the roll-call of incredible directors she has worked with – not just Reichardt, Haynes, Lonergan and Cianfrance but Scorsese, Wenders, Ang Lee, Sarah Polley, Lukas Moodysson, Charlie Kaufman. And the ease with which she can move from those high-fibre auteur projects to a part such as Glinda the Good Witch in Oz the Great and Powerful. But try telling her any of that and she will reply that she is unhappy when she works. “It’s the not knowing. The wondering what you’re doing and if it’s any good. I love what I do and I’m so curious about it and always trying to figure out how to get better at it and asking questions and seeing how other people work and tracking down teachers and begging time from them.” Another feverish list. “But what makes it hard to sleep at night is wondering: ‘What did I do today and was it any good? Was it good enough to justify the time I missed out on with my daughter? The time I put into it?’ That’s what I find hard to live with.”

Are those doubts silenced if the film turns out to have been worth the effort? “Not really. It’s only possible to have a clear assessment of a movie once you’ve seen it three times. But who wants to watch themselves three times, right?” She hasn’t seen Manchester yet. In fact, we are in the middle of discussing its complexities when she sits bolt upright and makes an announcement: “I’m really gonna have to see this movie! It sounds really good.” She is already planning that first viewing. “I’ll invite over my best girlfriend, open up a bottle of wine and we’ll put it on a TV that’s this big.” She outlines a modest-sized rectangle in the air with her hands. “It’s a lot of yourself to handle.” The viewing companion will be her former Dawson’s Creek co-star Busy Phillips. “I’m so in love with her,” Williams said recently. “She’s proof that the love of your life does not have to be a man. That’s the love of my life right there.” Second place goes presumably to the novelist Jonathan Safran Foer, whom Williams has been dating since 2015.

She doesn’t work much these days – one film a year, the odd bit of theatre. That enables her to spend more time with her daughter, who is now 10. The shoot for Manchester by the Sea, for example, was sandwiched between two punishing Broadway productions. First, she did a year-long stint as Sally Bowles in Cabaret. “Why a year? Because I’m insane. It nearly took me down.” Then she appeared in Blackbird as a woman confronting the man, played by Jeff Daniels, who raped her as a child. “Each thing I do is a product of the thing before because that was the thing that made me grow and I only feel the benefit of that growth the next time. Everything feels like it’s the bloom from the seed that came before.”

Perhaps her anxieties about acting are what prevent her from generating projects, hawking her wares at the bazaar. She calls herself a “whatever-happens-happens” kind of person. “I’ve never tried to remake my world. I try to deal with what the world brings to me. Though when I know something is available, I’ll risk any kind of embarrassment to get it.” That was the case, she says, when a role came up in 2011 in Sarah Polley’s oddball romance Take this Waltz. “I thought: ‘I would do anything!’” I ask what exactly she did to prove her commitment, fully expecting to hear how she put her neck on the line and risked her career and reputation. “Well, I drove all the way to Toronto to audition. My friends were so excited because they knew what this meant to me. One of them even made me a mix CD called Michelle Is Driving To Toronto.” In other words, she went on a road trip while listening to music. But the manner in which she tells this story is the giveaway: the excitement, the breathlessness, the eyes popping out on stalks. She has turned the unexceptional into an adventure. It’s what she does.

Manchester by the Sea opens in the UK on 13 January