Three weeks into rehearsals of Josh Harmon’s “Bad Jews”—a dark comedy that has raised eyebrows for its name and received critical acclaim for its previous runs—Alison McCartan sits with her back to a cluttered studio apartment set and explains her discovery of the play while selling merch in New York City, and how she got from there to landing the role of the ever-abrasive Daphna Feygenbaum herself.