Steve McQueen looks stressed out. He’s a few weeks into post-production on “Blitz,” his World War II drama for Apple TV+, while starting promotion on his other, long-gestating wartime project, the documentary “Occupied City.” “It’s definitely pleasurable, but this is work,” declares McQueen with the wariness of a filmmaker who’s just been plucked out of the edit suite. “Hard work is always hard work. You can’t avoid it.” The British director, who was Oscar-nominated for “12 Years a Slave,” didn’t set out to make back-to-back movies about the war, but “you plant seeds, and some come to fruition and others...