There is a truly harrowing moment early on in her new film, Hostiles in which Rosamund Pike’s character, Rosalie Quaid, a frontierswoman out west, has to bury her own children. They’ve been massacred by Comanche warriors. Deeply traumatised, she digs into the ground with her bare hands.

Pike, likely to be in awards contention for her searing performance, acknowledges that even speaking about the scene makes her feel a tightness “in the pit of her stomach.”

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The 38-year-old British actress is utterly convincing as the grief-stricken, deranged mother. She went to extreme lengths to research her role. She reels off names of writers who’ve dealt with the sudden death of her children, among them Joan Didion (who wrote about the loss of her daughter in her book, Blue Nights.) She also drew on her own life. Pike hasn’t experienced the sudden death of someone close to her. “They died at the right time,” she says of the death she has encountered at first hand. Pike was in the room when her grandmother died but the extreme sadness then was very different from the wrenching grief that Rosalie endures.

No, the burial wasn’t a scene she could shoot in a take and then enjoy a joke or a chat with the crew members afterwards. She immersed herself completely in the role. Her devastation seems frighteningly real.

I put it to Pike that when you take a role in a western, you expect to get to ride on horseback, shoot guns and enjoy the great outdoors. She responds that there was at least “some of that”. They were filming in beautiful locations in New Mexico and Colorado (“America at its best”). On the day they shot the Comanche ambush, there was plenty of racing around as if they were kids playing at cowboys. However, Hostiles is a sombre and introspective film in which death looms very large.

Writer-director Scott Cooper went out of his way to be respectful to Native American culture. There was a Cheyenne chief who held prayer ceremonies and blessings on set and even the more cynical crew members found themselves moved by their experiences on the film. When asked about spirituality, the chief said, “Remember we are not humans having a spiritual experience. We are spirits having a temporary human experience.”

Not that Hostiles skimps on the violence. The Comanches are shown as being especially cruel in the way they torture and kill their enemies. She points to the “ambiguity” in the film; the questions as to whether Christian Bale’s character, the embittered US army captain Joseph J Blocker (who seems at least partly based on John Wayne’s Ethan Edwards in The Searchers) can renounce his violent past and what will happen to the Native American child plucked away from his own culture and last seen dressed in a Little Lord Fauntelroy-like suit, about to board a train heading east.

Hostiles is a long way removed from Die Another Day, the James Bond movie, which made Pike a star in the first place when she was still in her early 20s. She is philosophical about her time as a Bond girl. The film itself was enjoyable to shoot and she speaks positively about the “adventure” of entering 007’s world and of working on the vast sets at Pinewood Studios.

“I’ve spoken to other Bond girls and they’ve said that appearing in the films have held them back in their careers,” Pike says but claims that this was not the case for her at all. Being a Bond girl, though, “you get exposure without respect,” she suggests. The press assumed she was exactly like the character she was playing. “At the time I was a shy, insecure person out of university, not a supremely confident double agent!”

Pike is speaking from a hotel in Jordan where she is midway through shooting a biopic, A Private War, in which she stars, about the courageous Sunday Times war reporter, Marie Colvin. Colvin, who died in Syria in 2012, was on the front line everywhere from Chechnya to Sri Lanka and West Asia. Pike is entirely committed to portraying Colvin as accurately as possible. She has read Colvin’s work intensively; has listened to recordings of her and researched her subject’s life as exhaustively as she can.

“I’m very conscious of the fact that her loss is a very recent memory to those who are closest to her. I take very seriously the responsibility of playing her. She is probably the most distinctive real person I’ve played. She’s inimitable — her look, her characteristics, her voice, her mannerisms, her tenacity, the way she held a gaze, she way she laughed, the way she interviewed, the way she responded to her subjects. I think I’ve taken quite a journalistic response to discovering this person.”

After Colvin, Pike will play another Marie, Marie Curie, in Radioactive, a new film to be directed by Marjane Satrapi (the Iranian-born author and director of Persepolis.) This, she explains, isn’t a straight biopic but a love story intended to be both playful and provocative. Pike took the role partly because of her enthusiasm about working with the effervescent Satrapi, whom she describes as brilliant and funny, and partly because of her fascination with Marie Curie herself, whom she describes as a real-life Wonder Woman every bit the equal of the kind of characters you encounter in superhero movies. Pike is preparing this role just as assiduously as she did for her part in Hostiles, taking a crash course in the science as well as steeping herself in the details of Marie Curie’s life down to the very last particle. “I am drawn to courageous women,” Pike declares of her recent choices of films.

Characters like Marie Colvin or the fictional Rosalie Quaid have integrity and bravery. In other words, they’re the absolute opposite of the scheming, “Machiavellian” femme fatale she played in David Fincher’s thriller, Gone Girl, which won her Oscar and BAFTA nominations. The recent roles are very different, too, from her parts in comedies like The World’s End and What We Did On Our Holiday or costume pieces like Pride And Prejudice or The Libertine.

Thanks to Gone Girl, Pike is on the A-list or near it — a star who can carry a movie and whose name reassures the financiers. As a mother herself and as a hard-working actress, she expresses some frustration at the demands made on her because of her growing celebrity. Pike will always be courteous to selfie-hunting hotel staff who might want their picture taken with her but would far rather have it done at a specified time at the end of her stay rather than being ambushed every time she walks into the building. Questions about her private life are off limits but in interviews, she will speak very frankly about anything that relates to her work.  Pike has made very few films directed by females.

There was A United Kingdom with Amma Asante and now there is the Satrapi film — and that’s about it. I ask a predictable question about the lack of women in key creative roles in the film industry. “Some women can feel under-qualified due to a general lack of confidence, whereas in fact they are uniquely qualified. I have worked with three female first assistant directors — on Hostiles, Gone Girl and a short film, The Human Voice, and they have all been exceptional. We all should be supporting one another other more,” she says of the under-representation. Now, though, she is beginning to think about producing her own films and taking more control of the projects in which she appears. In the meantime, her laser-like focus is entirely on playing Marie Colvin. There are five days of solid filming ahead and no time to be waylaid by anything else.