“This is a one-off cover we have never played before,” Natasha Khan told a London audience on Tuesday. “It’s a song by one of my favorite ladies so I’m going to try and do it some justice.” The song was “Rhiannon” and the writer was Stevie Nicks, who — perhaps more than anyone in the band — got her due last year on an excellent Fleetwood Mac tribute set. Even with honorable turns from Antony, Lykke Li, et al., that collection proved channeling Nicks’ vocals would be no short feat, but Bat For Lashes handled it nicely, too, the other night. Catch a decent audience-shot glimpse above.