In an attempt to imagine alternative ways of being, the playwright has smashed existing artistic forms and created new ones along the way. The result is provocative but messy: While the three acts interlock, they don’t propel each other forward, and Davis’s surfeit of ideas ultimately comes at the expense of a dramatic throughline. But cumbersome as it is, “The Refuge Plays” suggests the potential for stories to exceed the world’s limitations. Ellison would have to agree.