More than once during Broadcast's ethereal, hour-long show, the Disney film The Little Mermaid comes unexpectedly to mind, specifically the moment when the mermaid gives the song of her soul to the sea witch in exchange for human form. Trish Keenan's voice, naked and when shrouded in spectral electronic effects, has just that unearthly quality. For a new song, In Here the World Begins, she stands centre stage – her shadow looming eerily within the abstract film playing behind her, her white dress painted in its flickering colours – chanting "a door that opens to a door, a dream within a dream" and giving every impression that she is revealing the secrets of the universe.

Keenan and her bandmate, James Cargill, would probably be horrified by the Disney comparison: obscure sci-fi made for children in the 1970s, Hammer Horror and 1960s art films are much more their thing. Such is Keenan's otherworldliness, emphasised by her shyness on stage, she seems as distanced as a figure in a 1960s art film herself. Dressed in a mothballed, patterned jumper, Cargill is a more prosaic presence, earth to her air. They play up the contrast perfectly in the opening section of the show, improvised in response to a scratchy film by Julian House called Winter Sun Wavelength. As the images coil and unfurl, wobble and swirl, Cargill's sharp and pacey electronics follow suit, Keenan's vocal skating their surface.

Although the rest of the set consists of songs – a stark rendition of Lunch Hour Pops, a distorted, glassily sensuous take on Corporeal – the mood of that opening improvisation remains: hypnotic, lulling, yet faintly unsettling, inhabiting the space between real life and dreams. "Curiouser and curiouser," Keenan intones in Black Cat, and you think: yes, quite.