Alex Grazioli follows bad-boy filmmaker Abel Ferrara as he spends three grueling years battling obstacles in Italy to direct “Mary,” a modern-re imagining of the life of Mary Magdalene. Featuring candid interviews and on-set footage with Forest Whitaker, Heather Graham, Matthew Modine, and Juliette Binoche, “Odyssey,” brings to bear an impressive tableau of Ferrara’s colleagues as they discuss his unique approach to creating dynamic films.