Songfacts®:

• This reflective and somber cut finds Florence Welch singing of the patron saint of lost causes as she contemplates her failing relationship. Florence + the Machine debuted the song live in London's Tufnell Park Dome on March 4, 2015, having played the new tune once before for a "friends and family only" listening party. Welch told the crowd that she was followed by "storms, (both) real ones and emotional ones."
• Saint Jude was one of the Twelve Apostles of Jesus. He is generally identified as one of the four brothers of Jesus and the author of the New Testament's Epistle of Jude. According to tradition, Saint Jude suffered martyrdom about 65 AD in Beirut, Syria, together with the apostle Saint Simon (Zelotes). He is the patron saint in the Roman Catholic Church of desperate cases and lost causes.
• Directed by frequent Calvin Harris collaborator Vincent Haycock with choreography by Ryan Heffington, the song's music video is a sequel to the one for "What Kind Of Man." "It's obviously about relationships, but it's also about Florence traveling through our version of the Divine Comedy," Haycock said, before adding, "in essence this video is the first layer of Hell… we actually shot more narrative but it didn't feel right to reveal everything upfront or button it up too much."
  
  Canadian singer-songwriter Grime's video for her song "Go" is also based on the Divine Comedy.
• An imaginary journey through Hell, Purgatory and Paradise, the Divine Comedy is generally considered the greatest poem of the Middle Ages. Written by Dante Alighieri (1265-1321) in the Tuscany dialect, the Divine Comedy was only completed a few months before his death. So successful was Dante's epic poem that the Tuscany dialect became the standard language of Italy. (Source The Encyclopedia of Trivia).