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Oscar-winning documentarian Jessica Yu, who made the Henry Darger doc “Realms of the Unreal,” traverses Errol Morris-style waters with “Protagonist,” an eccentric but diverting portmanteau study of four men who are obsessive and controlling, partially peopled with a Greek chorus comprised of puppets. Yu was commissioned to make a feature about the work of the Greek playwright Euripides; inspiration followed. Her four protagonists include a German terrorist, a bank bandit turned journalist, an ex-“ex-gay” evangelist and her husband, Mark Salzman, who became fixated on martial arts as a teenager Smart without being overbearing, “Protagonist” is a bright delight. 90m. (Ray Pride)