The actress, who has played Persephone in “Hadestown” in three countries and four productions, is leaving to join a new “Macbeth” on Broadway.Amber Gray spent eight years as a Greek goddess.She joined “Hadestown” in 2014, back when the songwriter Anaïs Mitchell and the director Rachel Chavkin were still trying to figure out how to turn Mitchell’s Orpheus-and-Eurydice concept album into a stage show.Gray had read lots of mythology as a classics-obsessed kid, and felt an immediate connection to Persephone, the split-level queen who spends half of each year in the underworld as Hades’s wife and half on earth as a harbinger of spring.“I kind of knew, ‘Oh, this is my job,’ which is not a feeling I have often,” she said. “I felt possessive of it — that it belongs to me, and it was my baby to help raise.”Her Persephone, clad in green aboveground and black below, is an ageless merrymaker with a taste for drink, toughened by time but still soft of heart. She created the role Off Broadway in 2016, refined it through a Canadian production in 2017 and a London production in 2018, and then was nominated for a Tony Award after originating the role on Broadway, where the show opened in 2019 (winning the Tony for best musical). Along with the rest of the principals, she stuck with the show through an 18-month pandemic shutdown; “Hadestown” returned in September to the Walter Kerr Theater.Her performance won praise from Jesse Green, The New York Times’s theater critic, who wrote, “Ms. Gray, never better, makes something quite brilliant out of Persephone: a free spirit, a loose cannon, a first lady co-opted by wealth yet emotionally subversive.” He declared of her closing number, “you at last wish the show would slow down so you could live in the glowy moment forever.”But on Saturday night, Gray, 40, sang that song for the final time. She is leaving the show to join Daniel Craig and Ruth Negga in a production of “Macbeth” that begins performances in March at the Longacre Theater, directly across 48th Street from the Walter Kerr. She will play Macbeth’s friend Banquo; her “Hadestown” alternate, Lana Gordon, will assume the role of Persephone full time.For the last several months, Gray has been sharing the role of Persephone with another actress, so she could spend more time with her two children.Jeenah Moon for The New York TimesOn her single day off between finishing “Hadestown” and beginning rehearsals for “Macbeth,” she talked about her long run; an ovation-filled final night that included special attention from her co-star André De Shields; and her next chapter. These are edited excerpts from the interview.How are you doing?I don’t know how I’m doing. You have to help me process.At your final performance there were tears on your face at the start, at the end, in the middle. What was going through your head?I’m having great waves of grief, and I’m heartbroken, but I also feel very excited about a new chapter. It feels like commencement.What happened after the audience went home?My partner was there, and we went across the street to Hurley’s, where we go often, the cast and the band, and we just chatted for another hour. I sort of stood around and loved on everyone, and let them love on me. Lots of crying, and there was some sneaky footage of André kissing me, which we watched and laughed and laughed and laughed. It felt very celebratory.What’s it like to spend so long with a single character?It’s kind of like a deep, meditative trance state while I’m doing it. Every 50 shows or so, you go deeper, which is so rad. And in those last few weeks of performing, my peripheral vision opened up. I saw things I’d never seen before that have been happening for years.How has your approach to Persephone changed over time?A huge shift came after two full productions, when the alcohol was introduced. In London, Chavkin came up to me and was like, “I think you’re trashed for a while, and it’s like ‘Ab Fab’ — you’ve got to be like ‘Ab Fab’ trashed.” I was like, “Really, are you sure?” I didn’t get it. And then it became great fun.What does Persephone think of Hades?She loves him. You know, they’ve been married for hundreds of years. They’re like an old couple that knows how to fight well and make up well. That’s important in a long-running relationship.Gray, flanked by Patrick Page, left, and André De Shields, right, toasts the audience in the musical’s final song.Jeenah Moon for The New York TimesHow did you stay in shape physically and vocally for this role?Physically, I don’t do anything but the show — that’s plenty of exercise. Vocally, I learned in school to stay away from certain foods, like dairy. I rolled my eyes, but I have really found if you stay away from stuff like that it’s so much easier to sing and scream and growl night after night. I see an ENT [an ear, nose and throat doctor] once a week, and get an IV of a bunch of shots to make sure you never get sick. And I haven’t had alcohol in a couple of years — that’s another way that my physical, spiritual, vocal self is just healthier.Did you have Covid?I got Covid in December with the rest of the cast — I got Omicron after being vaxxed and boosted. It was like a really bad cold for about 36 hours. That was it.How did playing for a masked audience affect your performance?I thought the masks were going to feel weird, but it doesn’t. You can still feel the audience. They did start serving alcohol, though, a couple of weeks ago, and that difference I very much noticed. I was like, “Oh, they love me these last couple of weeks,” and then I was like, “Oh, they’re serving alcohol again.”Why are you an actor?Well, I’m an Army brat that had to move every two or three years, and I was deeply shy. And actors are really nice — they accept the freaks and geeks, no questions asked. I also grew up skiing, but the jocks were not nice. So if I were to make friends in the new town every two or three years, I had to do the play. By the time college rolled around, it was the only thing I loved.During your time in “Hadestown,” you had two children, and when the show reopened you started sharing the role with an alternate. Tell me about that.Before the pandemic hit, I asked for an alternate to do the Sunday matinee and Tuesday night, so that I could have three days off, away from that building, one of those days being Sunday, when my children are not in school. I wasn’t seeing my kids, and that was deeply painful. I didn’t have kids to not raise them. All I wanted was a little family time, and they gave it to me.There were job-sharing experiments both at “Hadestown” and “Jagged Little Pill” that turned out to be short-lived, for different reasons.I’m a big believer in job-sharing. Several productions have done it in London, and that’s what gave me the idea. And in Korea they job share. It’s a wild puzzle to put together, but they’ve figured it out.What’s it like watching other actresses play Persephone?It’s wild. I always offer survival tips. And any Persephone I have watched I always steal one thing from, as a gesture of honor.“It’s time to try new things,” said Gray, sitting on the stage before her final performance at the Walter Kerr Theater. Jeenah Moon for The New York TimesThis is your first commercial hit. How does that feel?I’m not always aware of what a hit it is, because I don’t use social media and I don’t go through the stage door. But you know, I was totally that kid in high school — I would go to the library and get a CD of “Jesus Christ Superstar” or “The Who’s Tommy” and listen over and over again. So I know what it is to be a teenager who really latches on to a story and an album. Lots of people wrote me over the pandemic about how much “Hadestown” helped them, and it’s beautiful to know that the art is functioning in that way.Why did you decide to leave?I was too comfortable. It’s just time to grow. It’s time to try new things. I come from a short-run world. It’s what I love about theater: it’s ephemeral, it goes away, it evaporates, right? I probably shouldn’t admit this, but I don’t keep any fan mail or fan art or show paraphernalia. I very neurotically photograph it all. I write back to anybody. But then anything that’s paper I burn in the backyard. And then it’s on to the next one.Why “Macbeth?”Because it was the job I got. I was banging out all these auditions, and that one came through. I auditioned for Lady Macduff and Witch One, and then the next day they were like, “Actually, do you want to play Banquo?”Banquo was written as a man. Any thoughts on what you’re going to do?I am a woman and I will play it as a woman. I’m also excited to play a parent onstage, to a sweet 10-year-old that I haven’t met yet. It’s my first time playing a parent in a play after being a parent, and I really look forward to that.A lot of actors have superstitions about “Macbeth.” Do you?It’s been a joke in the cast for a while. Patrick [Page, who plays Hades] has a copy of the folio in his pocket onstage, and every now and then he’ll throw it down on top of our dominoes game to try to scare me.So much of your career has been downtown. I wonder how you viewed Broadway before you worked there, and how your assessment of it has changed.I’ve been on Broadway only twice, but both times were pieces that I helped nurture from little Off Broadway gems. Then you get there, and the realities of producing a show on Broadway are very different, and, to be totally honest, I find the maintenance of the machine quite heartbreaking. It is heartbreaking to see things become moneymaking machines, and the money doesn’t necessarily always go to the artists. But I will say “Hadestown” is doing a ton of work to try to have these conversations about how things could and can change.You have one day off between “Hadestown” and “Macbeth.” Are you planning to rest?No, I’m going to go see Taylor Mac’s “The Hang” for some artistic healing, and then my partner and I are going to go do a shamanic ceremony with a medicine from a frog for spiritual and emotional and energetic cleansing. I’m like, “Bring it on! Let’s clean the slate!” More