As the fictional crooner Shy Baldwin in Amazon Prime Video’s “The Marvelous Mrs. Maisel,” LeRoy McClain has to be smooth and soulful on stage. But in the third season’s sixth episode, “Kind of Bleu,” he gets to further tap into his range as a performer, bonding with the titular Midge (Rachel Brosnahan) first on a light-hearted private boat ride and then in the belly of that boat after he has been assaulted. Shy confides in Midge that he is gay — although he doesn’t actually use the word — and he also reveals to her his real name, allowing McClain to layer his scene work with vulnerability and just enough hope to paint a unique picture of friendship. Unfortunately for Shy, that proves to be short-lived after Midge’s act about him leans too far into homophobia.

McClain: Right from the producer session the year prior, before I shot [Season 2] Episode 9, when I sat down with Amy [Sherman-Palladino] and Dan [Palladino], they had an idea of where that arc would take us in the following season. So they did tell me upfront that Shy was dealing with some issues and some deeply held secrets, one of which is that he is gay, and all of the troubles that go into that. So I knew pretty early on, but I had to wait until we did the table read of [Season 3] Episode 6 to learn how it gets revealed.

We never spoke directly about the absence or the presence of the term, of the word [gay]. I think what they were more concerned with was how to frame it — how it comes out and what effects it has on him as a character. We never actually talked about the use of the term or not, it was definitely more character-driven as to how we would get to that reveal.

The two scenes that you see on the deck of the ship, those were shot linearly and a couple of days before we discovered Shy beaten up. That was actually the very last scene we shot in Miami at one or two in the morning. Rachel and I — everybody — were just dog-tired, but it actually helped with putting us in the right emotional place. It was so late, so dark, so hot it lended itself well.

As far as building the relationship, we took that incredibly seriously. I had a lot of talks with Rachel and with Amy and Dan about the nuances of Midge and Shy’s relationship. I think for Shy, Midge represents somebody that, for the first time outside of Reggie [Sterling K. Brown], that he can truly be himself around. There’s something very open and welcoming and non-judgmental coming from Midge, and that’s something I don’t think he has experienced much in his life.

One of my favorite lines from the episode is when he and Midge are sailing and he says, “If I weren’t Shy Baldwin, I don’t know who I would be.” Because so much of his life as an entertainer is about what he’s had to hold back. So to find somebody like Midge who he can just truly relax and open up to was a godsend for him.

It was important for us at the end of Season 2 to start crafting and layering in that sense of trust and delight they have in each other. The quirkiness they each have in their own way starts to draw them together. And what’s really interesting about crafting that relationship is you don’t know where it’s going or what the tenor of their relationship is going to be.

In Episode 6, you start to get the sense that something is off with Shy, with him firing once again the band members and the backup singers. You know something’s not quite right, but Midge finds a way to calm him down, and I think that draws them even closer together, so that makes the turn, when Midge finds him beaten up, even more interesting. I don’t think that scene could have gone that way had we not established their relationship up to that point.

I was very intrigued by the fact that you don’t see a lot of the connective tissue with Shy — the things leading to the events. You just find him in the place where it happened. I love doing the emotional crafting, the mining work, so I found it incredibly freeing because I know what the end goal is supposed to be, and I know where I’m coming from, but I can mull things over and literally construct that connective tissue for myself.

I had a very clear idea in my head; I crafted the scenario in my head that felt right and felt true, in order to get me to the place to where I needed to go and where the scene needed to go. When Midge asked what happened, I had a very specific idea of what happened in my head, but Shy chooses not to say; he says, “Do I have to paint you a picture?”

In a very general sense, I’ll say that, at least in my head, what makes sense was that Shy goes out and meets somebody at a bar, brings him back to the boat, assuming things are going to go a certain way because all previous indicators of the night would lead him to believe that, but it goes a step too far. What was in Shy’s mind did not match up with the other person, and that’s taken out on him physically.

In reference to the last episode at the Apollo, I remember at the table read, I was completely shocked at how I didn’t know exactly what was going to happen, and so the fact that you don’t see Shy’s reaction post-set, you just see him perform and then you find out through Reggie the bombshell of what Shy’s response was and the ramifications of that, at first I thought, “Oh that’s really interesting.” Subsequently what I’ve discovered is that’s led to a lot of different ideas and theories about how it went: Was it Shy’s choice? Was it Reggie’s choice? For a cliffhanger ending like that, I think it serves it well with people speculating.

For myself, one thing I did was listened backstage in the wings to the entirety of Midge’s standup. I just kept hearing it over and over and over so that would give me the emotional weight to take into the performance. What I think is so great about the songs that Shy sings, I’ll just say for myself, they’re not just songs that exist in limbo; they thematically reference what is going on in the script either with Shy or characters in general. They’re very specific in their placement and their content. And that song at the Apollo about “I want a woman, a lover, a friend,” its meaning takes on special resonance after being there, listening to Midge’s set.

On the day when we are performing, I sing out. I have to sing full out, because getting the exact match on the vocal sync is critical; I’m a perfectionist in that sense. I don’t come from a musical or musical theater background, so in working with Marguerite Derricks, the choreographer, I wanted to first develop a physical vocabulary for shy — what are his ticks, what are his mannerisms when he sings — so we could build those into the Shy-isms that would feed into the performances. And then when we would get the songs, I would be there at the recording sessions so I could see Darius de Haas, who is the singing voice of Shy. I would watch how his mouth forms the words. He was so generous in letting me sit in that booth and stare at his face and see his gestures and how his lips form around the words so it would be believable that I was forming those words myself. So then I would meld the two — my physical vocabulary with the recording sessions — and then physically work to meticulously recreate that onstage.

When you’re portraying someone that not only is a great singer but is also one of the best in his field, you can’t come at it 50% — you have to go at it 110%. I was really excited to do that. I got to live out my dream of portraying a pop superstar. You don’t get to do that every day!