If Michelle Dockery’s latest role had been written in the last 12 months, the part might look like a lazily drawn cliche. She is about to appear at the National Theatre in a stage adaptation of the film Network, playing Diana, a savagely ambitious TV executive (played by Faye Dunaway in the original), whose editorial and commercial values would be indistinguishable from those found at Fox News today. Despite being written long before cable news was even invented, it eerily foretells reality TV, viral videos, ratings wars, YouTube terrorism clips, fake news and the triumph of sensation over truth.

Her co-star is Bryan Cranston, playing an ageing presenter with plummeting ratings, about to be fired by his failing TV station. With nothing to lose, the anchor goes rogue and lets rip, venting misanthropic fury instead of reading the news, and threatening to blast his brains out live on air. His rants send ratings through the roof, and Diana wild with excitement. Glimpsing the future, she grasps the lucrative potential for a channel willing to dispense with all journalistic integrity and broadcast partisan polemic instead.

“Well, it’s just so obvious how it’s relevant today,” Dockery marvels. “[The anchor] Howard Beale shouting, ‘I’m mad as hell and I’m not going to take it any more!’ feels very pertinent, in the world of fake news and people frustrated with the political situation. If you heard someone shouting that out of a window in New York today, you wouldn’t be surprised. I think to a lot of people it will feel like a play about Trump’s America.”

Downton Abbey, the period drama that made Dockery’s name, came to an end two years ago, and since leaving Lady Mary and Highclere Castle behind her, she has barely drawn breath. She has been holed up in North Carolina playing a lawless con artist trying to keep out of jail in US drama Good Behaviour; spent months on location in New Mexico filming Godless, Steven Soderbergh’s new western series, and appeared in the film adaptation of Julian Barnes’ The Sense Of An Ending. The contrast between the young widow Lady Mary and the roles she has chosen since makes me wonder if she has deliberately set out to thwart any risk of being typecast, but Dockery shakes her head.

“No, I’ve never been one to go, ‘Oh I need to do x now, to show I can do y.’ I felt I’d do a disservice to Mary by going, ‘Enough of that now, let’s move on to something else.’ Because I loved her, and I loved playing her. And I just loved Alice, too, and instantly connected with her.”

Alice is Dockery’s character in Godless, a Netflix original co-starring Jack O’Connell and Jeff Daniels, and set in a New Mexico town populated by women and children, the men having died in a mining accident. Dockery plays a gun-toting rancher, fearless but haunted by heartbreak, twice widowed by the age of 21 and so cursed with ill fortune as to be warily regarded within the community as a witch.

In person Dockery looks nothing like a witch. Nor does she sound anything like an English aristocrat, or an American, but speaks in a surprisingly strong Essex accent. What she does share with both Lady Mary and Alice, however, is heartbreaking loss, which manifests itself in every movement and expression. Although arrestingly beautiful, she is Hollywood thin, and the ethereal impression of fragility is heightened by a watchful demeanour, hesitant sentences and eyes that look pinched with fatigue. The actor chooses all her words with conspicuous care, but never more so than when talking about the death two years ago of her fiance.

She and John Dineen, an Irish public relations director, had been engaged for a year when he died of cancer, aged just 34. “I don’t have the vocabulary to describe what it felt like. And what it still feels like. It is…” She breaks off. “Sorry, give me a minute.” In the long silence she composes herself. “I’ve never been more committed to anything in my life than to him. So at the time everything just shut down. Work, everything. Work didn’t matter. You suddenly become an [oncological] expert. This stuff becomes your world, and that of course was my priority.”

Even when his prognosis became terminal, “I never lost hope. No. I’m not exaggerating when I say that John did not complain once, never, not once, and that gave us strength. It’s what keeps you going, that positivity – to never lose that hope for a miracle. I couldn’t have done it any other way.” Her other priority was keeping Dineen’s condition a secret.

“John was a very private person, and the hardest thing was keeping it out of the press when he was sick. It took a lot.” She issued no public explanation for pulling out of a London stage production of Les Liaisons Dangereuses (she was replaced by Elaine Cassidy), set her lawyer on to tabloid reporters doorstepping the couple, and just about managed to fulfil her commitments to the ITV period drama, even though “one of the difficult things at the time was the parallels with Mary. It was just baffling, and still is to me, that my character’s storyline was so similar.”

Lady Mary lost her husband shortly after the first world war, when to be a young widow was at least nothing out of the ordinary. When Dineen died, Dockery was only 33, and I wonder if the aberrant sense of isolation made her loss even harder to bear. Can anyone in her life fully understand? “I wouldn’t expect them to. I spent more time in hospitals that year than some people do in a lifetime. I wouldn’t wish it on anyone or expect them to know.” After losing Dineen, she adds quietly, “You see things differently.”

I ask if she describes herself as a widow. “Oh, I refer to myself as a widow, yes. We were engaged, and married at heart, and so I do consider myself a widow. It’s why I related to Alice so much.” She pauses, looking faintly surprised at herself. “That’s the first time I’ve said that, and it’s a bit of a relief to say so. But of course. She was a young widow, and I connected with her.”

Dockery had had to ride side-saddle on Downton, but before shooting began on Godless she was enrolled in “cowboy camp”, taught to ride western-style, leaving one hand free for her rifle. “I was a bit intimidated at first. My heart was racing before the first shot. I’d never shot a gun before – and they’re heavy! I found myself having to do little rip curls to build my arms up.” She laughs. “A western is a sandbox you don’t get to play in very often – it’s not something I ever imagined myself doing. But Godless felt like a story that hadn’t been told before. These towns solely made up of women and children were common in those times.”

Originally conceived as a feature film, the series has been “something like 10 or 15 years in the making” and has the slow, sumptuous look of a big-budget production. “I really encourage people to watch it on a big TV screen. The cinematography is like nothing I’ve ever seen, so it’s not something to watch on your iPad or phone.” Netflix will release all seven episodes at once, but Dockery hopes viewers will resist the temptation to binge.

“These days we’ve got everything at our fingertips, we can watch any show at any time, but Downton had that formulaic once-a-week thing. We all talked about it on a Monday, and I think for a lot of people that makes them very nostalgic. I loved The Crown so much that I didn’t want to binge on it, because I didn’t want it to end. So I would set myself a little 5pm routine on a Sunday when I was filming in North Carolina; I would watch each episode, and then wait for the next week.”

Dockery talks about acting with sincere vocational reverence bordering on that of a thespian luvvie. After six years away from the stage, she describes returning to the National as “coming home. As soon as I walked into the building, I felt it. Because it’s where it all started for me.” Where this actorly sensibility came from is a mystery to her, having enjoyed an unremarkable childhood in the small Essex town of Chadwell Heath with her two sisters; their father was a surveyor and their mother a council worker who made meals for the elderly.

“But I’ve just always loved playing characters. Even when I was a kid, I was always doing impersonations and putting on plays with my sisters – and for some kids that’s just a game. But for me it became everything.” She joined a drama school in a church hall at the end of her street, and fell in love with musical theatre, but still thought of it as a hobby until her “amazing” A-level drama teacher introduced her to more heavyweight scripts. “And then I got into Guildhall [school of acting], and that was it for me. Walking into a room with 20 other actors, I just knew: this is it.”

It has taken her until now, however, to feel confident enough in her creative judgments to assert herself on set or in rehearsals. “I’ve really learned, and would fight for on any job now, to have that time with the director to explore a role as much as possible. I guess I’m at that point in my career where I feel able to do that. In the past I’ve been afraid to speak up because I would have been afraid of coming across as ‘tricky’ or ‘difficult’ or ‘emotional’.”

Where these inhibitions came from is another mystery to Dockery. “I come from a family of very strong, opinionated, tough women. Mum was always telling me to speak up for myself at school, so I just don’t know.” The connection to the asymmetry of power within her industry, however, is very obvious to Dockery. “Off-set harassment wouldn’t happen if there was equality on set, and if the power was balanced enough for women to feel they could speak.”

Since the first revelations about Harvey Weinstein surfaced weeks ago, sexual harassment and abuse has been “the only conversation in town. Oh yeah, everyone’s talking about it. And I have huge admiration for those women who have come forward.”

Was she surprised by anything they said? “No. I’d heard the rumours.”

She met Weinstein once, halfway through Downton, when Dockery’s star was sufficiently dazzling to attract the producer’s attention. “It was a very brief meeting. Nothing much happened. But I just remember,” and every syllable is enunciated with fastidious precision, like an unpleasant taste, “feel-ing un-com-fort-able. Mmmm.”

I ask if she sees any danger of the uproar exhausting itself before anything has really changed. Dockery looks appalled. “No, that cannot happen. We cannot let that happen. This is huge and it’s shone a light on Hollywood. It feels like the floodgates have opened, and I think that the casting-couch system – well, the couch should be burned. I just think something has to change. And this is the start of it.”

Dockery’s priority in the immediate future, however, is to take a break – she can’t remember the last time she had one. Other than the weeks she took off immediately after her fiance’s death, “I’ve not really stopped working in years.” Her taut body language suggests someone who has been surviving on the last drops of her reserves for so long that she can barely remember how to relax or have fun, or what either would feel like. Her vague suggestions – “I don’t know, maybe go travelling?” or “I quite like a road trip” – don’t sound like actual plans.

“It’s just important for me to take the right time off. There was this feeling after John died of, what do I do now?” She looks suddenly hollow. “What am I doing with my life? And so work was the next step. I just had to work. To throw myself into the next job was the only option for me.”

Dockery has been so busy that it’s easy to forget it has been barely two years since Dineen died. “Someone said to me recently,” she reflects, “that when a baby is born, they’re considered brand new up to the age of six. But after two or three years, we seem to think a death is no longer recent.” She pauses, her silence marvelling at the glib misapprehension that grief could ever be temporary or finite. “It’s like losing a limb, isn’t it? It will always be a part of you.”

She adds quietly, “I know people who’ve had losses and they took time out immediately, but I don’t think I’d have been able to do that. My decision was to keep going. And that’s what we all did.”

What else would she have done?

She casts an inscrutable glance.

“Grieve.”

Stylist: Melanie Wilkinson, assisted by Bemi Shaw. Hair: Shukeel Murtaza at Frank Agency using Batiste. Makeup: Martina Lattanzi using Dior Capture Totale DreamSkin and Christmas Collection. Blouse by Off-White. Dress by Alessandra Rich.

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