After opening for Gwen Stefani earlier in the evening, British rapper Lady Sovereign mades it to Studio B in Brooklyn for a late night set. However, she spends most of it (after each of two songs) explaining that she’s depressed, broke, didn’t want to do this show, hasn’t been able to create any new songs, and that “America Fu**ed’s you up – Fu** America.” Then she said she can’t continue and leaves. All this came after keeping the crowd waiting at least 90 minutes. She arrived on stage at 3:30 a.m. and was gone by 3:55. Catch her meltdown in the clip below. I don’t know what Jay was thinking when he signed this chick…