A straight-up David Bowie jukebox musical would be easy. Imagine it. There are enough bangers to make it a singalong hit à la Mamma Mia! or Priscilla. But it wouldn’t be very Bowie. Instead, Lazarus is an enigmatic final statement, dark and opaque at times, co-written by the artist.

I went into the Arts Centre not knowing what to expect, and left not knowing what I’d just seen. Lazarus is an odd, often baffling theatrical experience about death, hope and mental illness, shot through with wit and surrealism. And it’s helped in no small part by Bowie’s music. While the plot revels in its obscurity, the songs carry the emotional weight of the show.

“It’s terrifying,” says musical director Jethro Woodward. “We all have this feeling of ‘don’t fuck it up’.”

Woodward was no Bowie novice when he found out he got the Lazarus job. Albums like The Man Who Sold the World and 1. Outside had an early influence on his musical mind. But then he booked himself into a Bowie walking tour around Berlin, where he was living at the time. And that’s where he met some real fans.

“These people had seen Bowie live 20, 30 times,” Woodward says. “It gave me some perspective. I wasn’t a fan like that.”

In many ways, Lazarus tells the quintessential Bowie story – an alien is stranded in New York, falling into excess and mental collapse – in a quintessentially Bowie way: enigmatically.

“It’s got a David Lynch vibe,” says Woodward. “I don’t know if the story completely makes sense in the linear narrative way. I’m not sure that’s even important. The surface story is almost like white noise. [But] there’s an emotional arc, and it takes you somewhere.”

Kind of like his song lyrics.

“Yes, that’s true!” he says. “It’s poetic. The plot tells you one thing, but the [music] evokes a bigger picture.”

Playwright Enda Walsh wrote the story in collaboration with Bowie. It depicts a shattered, jumbled portrait of a man at the end of his life. Thomas Newton (Chris Ryan) is a bedridden alcoholic who may or may not be an alien. He’s desperate to either die or leave the planet, but is held back by his immortality. Helped and hindered by a cast of possibly imaginary characters, including a girl no-one else can see (Emily Milledge), a carer with marital problems (Phoebe Panaretos), and a man who may be a serial killer (iOTA, a New Zealand-Australian singer-songwriter and actor), Newton focuses his energy on one last project: building a rocket to the stars.

It’s full of references and callbacks to Bowie’s long career. Newton was played by Bowie in the 1976 film The Man Who Fell To Earth. Costumes are inspired by some of Bowie’s old alter egos, such as the freaky Pierrot from Ashes to Ashes. And this Alexander McQueen coat makes an appearance, too. Woodward’s sound design draws heavily on Bowie’s collaborations with Brian Eno in the ’70s.

But it’s not a piece just for fans. Lazarus has a voice and identity all its own. Bowie was always looking back at his past, but also using his past to push forward.

Woodward tells me a story about the show’s genesis. After some initial plot discussions, Walsh sent Bowie a picture of an ornate stained-glass window – a collage of religious scenes and characters. Perhaps, he suggested, this could be inspiration for the structure of our play. Bowie emailed back a picture of a broken window. “More like this,” he wrote.

Woodward then had the task of holding those fragments together with Bowie’s music.

Curiously, he says a lot of Bowie’s music doesn’t fit the musical theatre vibe. “We just have to deliver something that works theatrically, but maintain that grit and integrity,” he says.

But Bowie was a hugely theatrical person. When he was 17, he wanted to write a rock’n’roll musical for Broadway. He had an early interest in mime, he’s written concept albums and soundtracks, and several of his tours were fully-fledged theatre productions with characters, sets and costumes, like the 1974 Diamond Dogs Tour and the 1987 Glass Spider Tour. But this is a far more subdued affair than all that.

Of the 17 songs in the show, eight are from Bowie’s final years – late masterpieces including Lazarus and Where Are We Now are highlights. And while the rest of the tracks are from Bowie’s ’70s and ’80s heyday, some are pretty obscure. Between big-hitters like Changes and Heroes are lesser-known, more cryptic songs such as Always Crashing In the Same Car and It’s No Game.

The Lazarus plot has strong parallells with Bowie’s final months fighting liver cancer while completing his final album, Blackstar, which was released just days before he died. (Woodward says many of the superfans he met in Berlin couldn’t bring themselves to listen to it. One still hadn’t taken it out of the plastic wrap. It was too emotional.)

But Lazarus isn’t a tombstone. Bowie’s final work is a living, breathing entity. This Melbourne production has a surprising amount of fresh Australian elements, including choreography from Stephanie Lake, costumes by Anna Cordingley, and video projections – some of which were shot last year in Christian Wagstaff and Keith Courtney’s haunting installation 1000 Doors – are by Natasha Pincus, who directed the music video for Gotye’s breakout international hit Somebody That I Used to Know.

Seeing these songs performed how Bowie intended, with new input from a host of local voices – taking cues from Bowie’s past, but pushing forward without him – is electrifying.

Lazarus is at Arts Centre Melbourne until June 9. Book tickets here.