One of the highlights of this year’s New York Film Festival has been watching Steve McQueen’s new film anthology, “Small Axe.” NYFF chose three of the five films featured in the upcoming BBC series, “Lovers Rock” “Mangrove” and “Red, White, and Blue.” The first two were chosen for competition for Cannes 2020 before the festival had to be canceled due to the COVID-19 pandemic. The latter had its world premiere at NYFF and was just screened for press.