I had to google two words: sortilege and velleity. The latter was familiar because I had encountered it once before here in Lucifer: Devil In The Gateway by Mike Carey. However, the word seems to have slightly different meanings in Wikipedia, Anderson and Carey.
Although "The Lady of the Winds" contains one brief fight scene, it mainly describes how Cappen writes a song. We know that he is inspired by a book that has been stolen from another universe but the surprise ending is that that other universe is ours.
I notice as I write that Neil Gaiman, from whom Carey inherited Lucifer Morningstar, and other big name authors were also represented in the same F&SF Anniversary Issue as "The Lady of the Winds." See attached image.