I'm not aware of the details of this story. Was tempted to Google the answer. But that's no fun. I can only make a guess. Based on watching her guitar playing on YouTube in the past and listening to her music I gotta go with Bonnie Raitt.
Mazzy loves Little Feat!
If you don’t (yet), her’s a primer on this great American musical institution:
https://youtu.be/Vsa3iaTKu3A?t=475
While I’m at it, here’s another. Well, 3/4th’s American anyway; Nick Lowe is English. Little Village (just a coincidence ;-) live is one of the greatest musical experiences of my life. One of the few "Super Groups" (John Hiatt, Ry Cooder, Nick Lowe, Jim Keltner) who in my book actually lives up to that title. Their single album was a disappointment, they were better as a group on John Hiatt’s fantastic Bring The Family album. Here they are on The Tonight Show, the only time I can remember in which the musical guest is given the time to perform two songs: