A few years ago, the Tony-nominated director Diane Paulus was anticipating a production of Monteverdi’s The Return of Ulysses for an upcoming Chicago Opera Theatre season. Based upon the second half of Homer’s Odyssey, Monteverdi’s opera is concerned with Ulysses’s return from the Trojan wars to his wife, Penelope. Paulus had not settled upon her approach to the piece, but one inspiration coursed through her conversation like a conceptual leitmotif: “Penelope,” she said presciently. “I am very interested in Penelope.”