I’ve always been a sucker for sad songs, and songs rarely sound sadder than The Way It Goes by bluegrass revivalist Gillian Welch.

It’s a dark country-blues lament: a meditation on growing old and watching one’s friends succumb to addiction, die by suicide, move far away, go to jail or worse – have children.

Last night I watched Gillian, after a gap of almost 30 years, playing to a full house at the London Palladium with her music and life partner David Rawlings, an extraordinarily gifted guitarist.

He’s also her perfect vocal foil and when they sing together, in unison and in harmony, they make the most beautiful magic together since Emmylou Harris and Gram Parsons in a previous era.

Remarkably, for a duo so immersed in old-time music in general, and Appalachian bluegrass from Kentucky, neither of them comes from its spiritual home (and birthplace) in the South.

Welch was born in New York City and raised in Los Angeles by adoptive parents who were successful comedy writers; and met Rawlings, who comes from even further north in Rhode Island, when both were studying at Berklee College of Music in Boston.

Together, as my friend Craig reminded me today, they were nominated for an Oscar for When A Cowboy Trades His Spurs For Wings, their contribution to the Coen Brothers’ film The Ballad Of Buster Scruggs; and have won two Grammys for Best Folk Album – the only duo to win the award twice.

The highlight of their performance last night was probably the extended final number, Revelator, on which Rawlings displayed his virtuoso technique on his 1935 Epiphone acoustic guitar to regular ripples of awed applause.

Then they came back and performed this, which is probably my favourite song of hers. I may have silently shed a tear.

Trivia fact: while studying philosophy at uni in Santa Cruz, Welch played bass in a goth band, and drums in a psychedelic surf band, until her room mate played her a record by bluegrass legends The Stanley Brothers and she had an epiphany.