Toronto’s The Sadies earn both halves of the ”country rock” tag, tearing through honky-tonk, rockabilly, surf, electric bluegrass, and heavy psychedelic rock with virtuosic soul and unhinged brawn. In Concert Volume One, a 41-track double live CD shows the band at its best, creating an indie Last Waltz with guest singers Neko Case, Jon Spencer, the Mekons’ Jon Langford, the Jayhawks’ Gary Louris, and — to cement the analogy — The Band’s Garth Hudson. The set doesn’t signal a breakup, thankfully, just a group at the top of their game.