Queens-born James Gray's first movie to be set outside his native New York takes place in the 1920s, features a British protagonist – the real-life explorer Percy Fawcett - and is located, for over half its running time, in the Amazon rainforest. Yet, despite the apparent historical and cultural distance, the marvellous, haunting The Lost City of Z resonates alarmingly with today's darkening social and political landscapes.

As racial divisions widen in America and across Europe, and a wave of nationalism grips parts of the world, the film's themes of colonialism and white supremacy have acquired a new, or at least a heightened, urgency. Sitting in a London hotel room, Gray, 47, doesn't shy away from comparisons.

“I would be lying if I didn't look at the events that are happening - particularly in the United States, but really all across industrialised societies, I think probably as a result of the concentration of wealth - and say that I didn't think the film reflected where we are as much as where we were.

“I think it's a tragedy that things haven't really changed very much, and that even if we don't express it in the same way, that this racism is still a primary motivating factor.”

He's been “excited” by the protests that have erupted since Donald Trump's (“He's a terrible man”) election victory, and by the fact that the firebrand businessman lost the popular vote, “by millions”. Even so, Gray's worried. “I'm a white person,” he says, “but I'm also a Jew, so my position is not the same as a white Anglo-Saxon Protestant in the United States. I feel a certain horror at what has unfolded . . . It's a very scary time in the world.”

Part of the problem, as he sees it, is the “brutal need, and terrifying need, of human beings to create a hierarchy.” In The Lost City of Z, Fawcett (played by Sons of Anarchy's Charlie Hunnam) struggles to be accepted by the British upper class that's rejected him because of the reputational damage done to the family name by his feckless late father.

He, in turn, looks down, in some ways, on his wife (Sienna Miller); Europeans slaughter each other at the Battle of the Somme, during which Fawcett is temporarily blinded by chlorine gas, and tribes skirmish in the Amazon. The movie, based on David Grann's award-winning eponymous book, is an attempt, says Gray, to “express my observation of the world as a place where the human race seems unendingly in need of a hierarchical position. It's a very damaging concept. So when Fawcett says, 'We are all made of the same clay,' that was really the idea I most wanted to express in the film.”

Gray grew up with the lethal consequences of this aspect of human nature grimly illustrated by the experiences of his Russian grandparents. These included the story of  his paternal grandmother, at age 16, watching in horror as Cossacks beheaded her parents in their store in Ostropol - an event that haunted her for the rest of her life (and inspired a flashback in Gray's previous film, The Immigrant). Her husband, also from Ostropol, kept a Ford truck stored in the garage of their house in Queens, in case “they” came for them.

Gray once told me that he wished he'd been more receptive as a child and not tried to reject most of what they represented. “I was a jerk,” he said. “Because, as a little kid, I had a grandfather and a grandmother who spoke English not at all, and I would go to their house and there would be all this heavy wallpaper, the food was all boiled meat, it was terrible. I thought they were nerds . . . My grandfather would sit there and tell stories, but I wouldn't understand most of it.”  What had struck him, though, “and I feel terrible now about how maltreated I think he was,” he said, “was the unbelievable melancholy with which he told stories about the old country.”

This “profound melancholy” - passed down through his father to him, he has said - has, arguably, informed all of Gray's work, to a greater or lesser degree, from his acclaimed 1995 debut feature, Little Odessa, through to The Lost City of Z. I ask if growing up around people carrying the legacy of pogroms and deracination has also affected the way that he expresses his Jewish identity. Gray likes the question, but isn't sure how to answer.

“I think it would probably be easier for someone who knows me than for me to say. I am me. I don't think about those things, ever, consciously.” Nevertheless, he decides to give it a go.

He tells me that he isn't religious, “but culturally I'm totally Jewish”, he says. “Certainly [what we were talking about] must be a major aspect of who I am - a certain terror at being the outsider all the time.” Surprisingly, this even extends to the way he sees himself compared to other New York Jewish artists.

“There are several traditions of being a Jewish New Yorker,” he explains. “The cliché is the intelligentsia, the angst-ridden, intelligent, learned [Jew]. But my grandfather was a plumber and I grew up in a working class neighbourhood in Queens. It was not a rich person's environment. So my feeling in the world is a little bit different than many other Jewish Americans who have made films or written.”

He admits that part of what interested him about Fawcett was that he “had this kind of need to prove himself and this need to make his own way in the world, and I certainly have that. And it must come from there. It must.”

When Fawcett discovers what he believes is evidence of an undiscovered, advanced, El Dorado-like civilisation, deep in the jungle, he becomes obsessed with proving its existence. I suggest to Gray that the irony of the story is that if he's successful, Fawcett's discovery would chip away at the ideological racial foundations of the very people whose respect and embrace he is desperate to earn.

“Exactly!” says Gray. “But that's part of why I thought the story was interesting, because that's who we are: that brutal contradiction between wanting acceptance and yet resenting the very thing that we crave acceptance from, because we don't have it.

“And I think I do certainly share that contradiction. I would love to make blockbuster movies, but there is also something that I think is fraudulent about making a film only for money.”

Gray's films feel like they've been crafted to be timeless classics. They are personal, sincere works that often draw from his own history (when he tested positive for the Tay-Sachs gene, after his wife conceived their first child, he used it in the film Two Lovers, while the death of his mother from brain cancer, when he was 20, fed into Little Odessa), and love of cinema. Even The Lost City of Z is a kind of intimate epic, with clearly personal connections.

It would be “amazing” if people saw one of his films in large numbers, Gray says. However, it is apparent that he wants it to happen on his terms artistically, and not by making an impersonal cookie-cutter movie that almost any filmmaker could have done.  

“I always marvel at people saying to me, 'You have to do that,' because I feel like, 'Why do I have to do that? Everybody is doing that all the time.' So I try to put myself into the films and hopefully people don't hate me, and then it means people don't hate the movie. But sometimes they hate me, so they hate the movie.”

At the time of writing, The Lost City of Z had received almost unanimous praise from critics.