“Gypsy,” a work by Stephen Sondheim, Jule Styne, and Arthur Laurents, is often called the greatest of American musicals; a new production on Broadway is a noteworthy event, especially when a star like Audra McDonald is cast in the lead role of Rose. McDonald has won six Tonys for her acting, in both plays and musicals. In the repertoire of musicals, race in casting is still very much an issue, and one columnist criticized her portrayal of Rose because of her race. “I have dealt with this my entire career,” McDonald tells Michael Schulman, recalling that in her breakout performance, in “Carousel,” some audiences “were upset with me that I was playing Carrie, saying, ‘She wouldn’t have been Black.’ There’s a man who comes down from heaven with a star in his hand!” In a wide-ranging interview onstage at The New Yorker Festival, McDonald discusses how when she was a child theatre was initially intended to be a type of therapy for her, and the roles her parents wouldn’t let her take. “Gypsy” is currently in previews on Broadway.